+14,085.9%
ECL vs HSY
+4,411.2%
+9,674.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.8% |
| 7D | -0.5% | +1.3% | -1.8% | -1.0% |
| 30D | +8.8% | +6.6% | +2.2% | +6.4% |
| 3M | +7.8% | -4.1% | +12.0% | +9.1% |
| 6M | +21.3% | -5.2% | +26.6% | +22.8% |
| YTD | +17.8% | -2.5% | +20.3% | +17.6% |
| 1Y | +21.1% | +4.7% | +16.3% | +17.9% |
| 3Y | +80.1% | +0.6% | +79.5% | +74.0% |
| 5Y | +40.5% | +11.7% | +28.8% | +30.3% |
| 10Y | +197.7% | +120.0% | +77.8% | +123.4% |
| All | +14,085.9% | +4,411.2% | +9,674.6% | +4,999.2% |
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