+22.9%
EIX vs HSY
+124.3%
-101.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +4.1% | -3.0% | +7.0% | +5.5% |
| 30D | -15.3% | -5.0% | -10.3% | -13.2% |
| 3M | -18.4% | -1.3% | -17.1% | -18.1% |
| 6M | -16.8% | -21.5% | +4.7% | -7.9% |
| YTD | -0.6% | -3.3% | +2.7% | -0.5% |
| 1Y | +10.7% | -5.5% | +16.1% | +11.4% |
| 3Y | -4.5% | -9.9% | +5.5% | -3.8% |
| 5Y | +24.0% | +11.3% | +12.7% | +9.3% |
| 10Y | +22.9% | +128.1% | -105.2% | -21.6% |
| All | +22.9% | +124.3% | -101.4% | -21.6% |
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