+4,524.1%
MU vs HSY
+127.3%
+4,396.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | +21.6% | -2.3% | +24.0% | +21.7% |
| 30D | -16.2% | +6.3% | -22.5% | -16.6% |
| 3M | -12.4% | -5.2% | -7.2% | -12.1% |
| 6M | +4.2% | -8.3% | +12.5% | +4.6% |
| YTD | +180.0% | -2.7% | +182.6% | +176.8% |
| 1Y | +226.4% | +0.1% | +226.3% | +220.6% |
| 3Y | +969.7% | -1.0% | +970.8% | +921.9% |
| 5Y | +957.9% | +10.6% | +947.3% | +827.9% |
| All | +4,524.1% | +127.3% | +4,396.8% | +3,114.7% |
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