-35.9%
EFX vs HSY
+12.8%
-48.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.3% |
| 7D | -11.1% | -0.4% | -10.7% | -11.0% |
| 30D | -7.4% | -3.4% | -3.9% | -6.5% |
| 3M | +1.5% | -0.5% | +2.0% | +1.9% |
| 6M | -13.7% | -19.1% | +5.5% | -9.8% |
| YTD | -21.9% | -2.1% | -19.8% | -21.6% |
| 1Y | -30.8% | -3.2% | -27.5% | -30.5% |
| 3Y | -12.4% | -8.8% | -3.6% | -11.1% |
| 5Y | -35.9% | +13.0% | -48.9% | -39.8% |
| All | -35.9% | +12.8% | -48.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling