+79.7%
EFX vs HSY
+128.6%
-48.9%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | -0.8% | -2.1% | +1.4% | 0.0% |
| 30D | +25.1% | +6.1% | +19.0% | +22.5% |
| 3M | +1.7% | -5.6% | +7.3% | +3.9% |
| 6M | +18.4% | -9.5% | +27.9% | +22.6% |
| YTD | -12.5% | -2.1% | -10.4% | -12.3% |
| 1Y | -8.1% | +0.8% | -8.9% | -8.9% |
| 3Y | +4.8% | -2.1% | +6.9% | +2.8% |
| 5Y | -30.1% | +11.2% | -41.4% | -37.0% |
| All | +79.7% | +128.6% | -48.9% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling