+30.4%
EMB vs HSY
-9.5%
+39.9%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +0.3% | -1.6% | +1.8% | +0.3% |
| 30D | -0.5% | -4.2% | +3.7% | -0.4% |
| 3M | +0.3% | -0.7% | +1.0% | +0.3% |
| 6M | +1.2% | -21.8% | +23.0% | +1.9% |
| YTD | +1.5% | -2.7% | +4.1% | +1.5% |
| 1Y | +4.8% | -4.8% | +9.6% | +4.9% |
| 3Y | +30.4% | -9.4% | +39.7% | +31.5% |
| All | +30.4% | -9.5% | +39.9% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling