+14,053.0%
ECL vs HSY
+4,423.4%
+9,629.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +0.4% | +3.8% | -3.4% | -0.8% |
| 30D | +8.6% | +6.9% | +1.7% | +6.1% |
| 3M | +7.9% | -4.1% | +12.0% | +9.1% |
| 6M | +21.0% | -5.0% | +26.0% | +22.4% |
| YTD | +17.5% | -2.3% | +19.8% | +17.2% |
| 1Y | +19.7% | +6.1% | +13.6% | +16.1% |
| 3Y | +77.4% | -0.7% | +78.1% | +72.2% |
| 5Y | +38.7% | +9.9% | +28.8% | +29.4% |
| 10Y | +193.5% | +127.8% | +65.7% | +118.0% |
| All | +14,053.0% | +4,423.4% | +9,629.6% | +4,982.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling