+357.2%
ELF vs HSY
+121.1%
+236.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +6.3% | +3.8% | +2.5% | +5.1% |
| 30D | +8.5% | +6.9% | +1.6% | +6.2% |
| 3M | +24.4% | -4.1% | +28.5% | +25.7% |
| 6M | +94.7% | -5.0% | +99.7% | +96.6% |
| YTD | +55.9% | -2.3% | +58.1% | +54.3% |
| 1Y | +48.4% | +6.1% | +42.3% | +43.0% |
| 3Y | +24.6% | -0.7% | +25.3% | +18.8% |
| 5Y | +285.0% | +9.9% | +275.1% | +247.2% |
| 10Y | +357.2% | +127.8% | +229.4% | +183.8% |
| All | +357.2% | +121.1% | +236.1% | +183.8% |
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 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