+275.1%
ELF vs HSY
+14.9%
+260.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.4% | +5.7% |
| 7D | +4.0% | +7.5% | -3.5% | +2.7% |
| 30D | +10.6% | +11.1% | -0.5% | +8.7% |
| 3M | +25.8% | -1.9% | +27.7% | +26.0% |
| 6M | +89.1% | -3.0% | +92.0% | +89.4% |
| YTD | +52.7% | 0.0% | +52.7% | +51.0% |
| 1Y | +51.7% | +9.4% | +42.3% | +47.5% |
| 3Y | +14.2% | +3.8% | +10.5% | +8.2% |
| All | +275.1% | +14.9% | +260.3% | +261.2% |
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