+272.1%
ELV vs HSY
+128.6%
+143.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | +4.9% | -5.2% | +10.1% | +7.2% |
| 3M | +4.9% | -3.4% | +8.3% | +6.0% |
| 6M | +45.1% | -19.2% | +64.3% | +57.5% |
| YTD | +20.7% | -2.6% | +23.3% | +19.3% |
| 1Y | +35.0% | -3.8% | +38.8% | +34.0% |
| 3Y | -2.4% | -10.6% | +8.2% | -2.0% |
| 5Y | +25.5% | +12.3% | +13.2% | +8.8% |
| All | +272.1% | +128.6% | +143.5% | +168.6% |
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