+4,277.4%
MU vs HSY
+121.1%
+4,156.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -15.2% | +3.8% | -19.0% | -15.4% |
| 30D | -29.5% | +6.9% | -36.4% | -29.9% |
| 3M | -15.8% | -4.1% | -11.7% | -15.6% |
| 6M | -2.9% | -5.0% | +2.1% | -3.1% |
| YTD | +154.2% | -2.3% | +156.5% | +151.3% |
| 1Y | +186.6% | +6.1% | +180.5% | +178.4% |
| 3Y | +871.5% | -0.7% | +872.2% | +827.9% |
| 5Y | +911.7% | +9.9% | +901.8% | +791.6% |
| 10Y | +4,277.4% | +127.8% | +4,149.6% | +2,976.4% |
| All | +4,277.4% | +121.1% | +4,156.3% | +2,976.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling