+155.6%
ECL vs HSY
+124.3%
+31.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -2.7% | -3.0% | +0.2% | -1.5% |
| 30D | -4.3% | -5.0% | +0.8% | -2.3% |
| 3M | +3.2% | -1.3% | +4.5% | +3.5% |
| 6M | -2.9% | -21.5% | +18.6% | +6.7% |
| YTD | +4.3% | -3.3% | +7.5% | +4.3% |
| 1Y | +1.6% | -5.5% | +7.1% | +2.3% |
| 3Y | +54.3% | -9.9% | +64.2% | +55.0% |
| 5Y | +26.5% | +11.3% | +15.1% | +10.6% |
| 10Y | +155.6% | +128.1% | +27.5% | +75.7% |
| All | +155.6% | +124.3% | +31.3% | +75.7% |
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