+70.7%
EEM vs HSY
-0.5%
+71.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.3% |
| 7D | +2.7% | -2.1% | +4.8% | +2.6% |
| 30D | -5.4% | +6.1% | -11.5% | -5.2% |
| 3M | -8.6% | -5.6% | -3.0% | -8.6% |
| 6M | -8.9% | -9.5% | +0.7% | -8.5% |
| YTD | +11.9% | -2.1% | +14.0% | +12.2% |
| 1Y | +13.1% | +0.8% | +12.3% | +13.2% |
| 3Y | +70.7% | -2.1% | +72.8% | +69.8% |
| All | +70.7% | -0.5% | +71.1% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling