+6.9%
EMB vs HSY
+10.6%
-3.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | 0.0% | -3.0% | +3.0% | +0.1% |
| 30D | -0.3% | -5.0% | +4.8% | -0.1% |
| 3M | -0.3% | -1.3% | +1.0% | -0.3% |
| 6M | +0.7% | -21.5% | +22.3% | +1.6% |
| YTD | +1.3% | -3.3% | +4.5% | +1.3% |
| 1Y | +4.7% | -5.5% | +10.2% | +4.8% |
| 3Y | +30.1% | -9.9% | +40.0% | +30.3% |
| 5Y | +6.9% | +11.3% | -4.5% | +6.4% |
| All | +6.9% | +10.6% | -3.7% | +6.4% |
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