+46.0%
ELF vs HSY
+2.9%
+43.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -4.0% |
| 7D | +3.4% | -2.3% | +5.7% | +3.6% |
| 30D | +5.0% | +6.3% | -1.3% | +4.3% |
| 3M | +22.6% | -5.2% | +27.8% | +22.8% |
| 6M | +104.0% | -8.3% | +112.3% | +102.6% |
| YTD | +49.3% | -2.7% | +52.0% | +40.6% |
| 1Y | +46.0% | +0.1% | +45.9% | +36.5% |
| All | +46.0% | +2.9% | +43.2% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling