+12,781.7%
ECL vs HSY
+4,402.6%
+8,379.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -2.6% | -3.3% | +0.7% | -1.6% |
| 30D | -2.2% | -2.8% | +0.7% | -1.3% |
| 3M | +10.1% | -4.5% | +14.6% | +11.5% |
| 6M | -5.7% | -24.2% | +18.5% | +2.6% |
| YTD | +7.0% | -2.7% | +9.7% | +7.0% |
| 1Y | +2.7% | -3.7% | +6.4% | +2.8% |
| 3Y | +57.7% | -11.5% | +69.2% | +59.3% |
| 5Y | +31.1% | +10.3% | +20.8% | +22.4% |
| 10Y | +150.9% | +122.1% | +28.7% | +87.9% |
| All | +12,781.7% | +4,402.6% | +8,379.0% | +4,542.6% |
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