+39.7%
EFX vs HSY
+128.6%
-88.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.1% | -5.2% | -0.9% | -4.2% |
| 3M | +6.2% | -3.4% | +9.6% | +7.7% |
| 6M | -11.2% | -19.2% | +8.0% | -4.7% |
| YTD | -21.4% | -2.6% | -18.8% | -21.2% |
| 1Y | -34.3% | -3.8% | -30.5% | -34.0% |
| 3Y | -12.5% | -10.6% | -1.9% | -11.0% |
| 5Y | -35.6% | +12.3% | -47.9% | -42.3% |
| All | +39.7% | +128.6% | -88.9% | +0.1% |
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