+746.2%
EEM vs HSY
+862.3%
-116.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | +2.7% | -2.1% | +4.8% | +3.5% |
| 30D | -5.4% | +6.1% | -11.5% | -8.1% |
| 3M | -8.6% | -5.6% | -3.0% | -7.1% |
| 6M | -8.9% | -9.5% | +0.7% | -6.7% |
| YTD | +11.9% | -2.1% | +14.0% | +9.8% |
| 1Y | +13.1% | +0.8% | +12.3% | +9.4% |
| 3Y | +70.7% | -2.1% | +72.8% | +60.6% |
| 5Y | +31.8% | +11.2% | +20.5% | +12.4% |
| 10Y | +119.5% | +128.3% | -8.7% | +18.3% |
| All | +746.2% | +862.3% | -116.1% | +98.2% |
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