+4.8%
EFX vs HSY
-0.5%
+5.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.5% |
| 7D | -0.8% | -2.1% | +1.4% | -0.1% |
| 30D | +25.1% | +6.1% | +19.0% | +23.1% |
| 3M | +1.7% | -5.6% | +7.3% | +3.0% |
| 6M | +18.4% | -9.5% | +27.9% | +20.6% |
| YTD | -12.5% | -2.1% | -10.4% | -12.2% |
| 1Y | -8.1% | +0.8% | -8.9% | -8.3% |
| 3Y | +4.8% | -2.1% | +6.9% | +6.5% |
| All | +4.8% | -0.5% | +5.3% | +6.5% |
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