+854.3%
EEM vs HSY
+856.1%
-1.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.3% |
| 7D | +2.3% | -3.3% | +5.6% | +3.7% |
| 30D | +4.5% | -2.8% | +7.4% | +5.6% |
| 3M | -0.1% | -4.5% | +4.4% | +0.8% |
| 6M | +16.9% | -24.2% | +41.2% | +29.6% |
| YTD | +26.2% | -2.7% | +29.0% | +24.9% |
| 1Y | +40.5% | -3.7% | +44.3% | +38.8% |
| 3Y | +86.2% | -11.5% | +97.7% | +84.8% |
| 5Y | +45.5% | +10.3% | +35.1% | +25.0% |
| 10Y | +128.6% | +122.1% | +6.5% | +25.6% |
| All | +854.3% | +856.1% | -1.9% | +125.4% |
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