+338.3%
ELF vs HSY
+135.4%
+202.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.4% | +5.6% |
| 7D | +4.0% | +7.5% | -3.5% | +1.8% |
| 30D | +10.6% | +11.1% | -0.5% | +7.1% |
| 3M | +25.8% | -1.9% | +27.7% | +26.3% |
| 6M | +89.1% | -3.0% | +92.0% | +89.8% |
| YTD | +52.7% | 0.0% | +52.7% | +50.3% |
| 1Y | +51.7% | +9.4% | +42.3% | +44.9% |
| 3Y | +14.2% | +3.8% | +10.5% | +7.3% |
| 5Y | +270.7% | +15.2% | +255.5% | +229.6% |
| 10Y | +341.9% | +126.9% | +215.1% | +213.0% |
| All | +338.3% | +135.4% | +202.8% | +214.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling