+255.0%
ELF vs HSY
+10.4%
+244.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +5.4% | -3.3% | +8.6% | +5.9% |
| 30D | +27.0% | -2.8% | +29.8% | +27.6% |
| 3M | +113.2% | -4.5% | +117.7% | +114.5% |
| 6M | +36.6% | -24.2% | +60.8% | +42.2% |
| YTD | +44.2% | -2.7% | +47.0% | +43.3% |
| 1Y | -18.0% | -3.7% | -14.2% | -18.4% |
| 3Y | -19.9% | -11.5% | -8.5% | -19.5% |
| All | +255.0% | +10.4% | +244.7% | +223.8% |
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