+28.1%
ECL vs HSY
+13.1%
+14.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.4% |
| 30D | -2.5% | -4.2% | +1.8% | -1.4% |
| 3M | +8.3% | -0.7% | +9.1% | +8.4% |
| 6M | -1.1% | -21.8% | +20.7% | +5.0% |
| YTD | +6.5% | -2.7% | +9.2% | +6.6% |
| 1Y | +2.1% | -4.8% | +6.9% | +2.6% |
| 3Y | +57.6% | -9.4% | +67.0% | +59.5% |
| 5Y | +28.1% | +11.3% | +16.8% | +13.7% |
| All | +28.1% | +13.1% | +14.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling