+7.4%
EMB vs HSY
+9.9%
-2.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.7% | -2.3% | +1.7% | -0.6% |
| 30D | +0.5% | +6.3% | -5.8% | +0.3% |
| 3M | -2.5% | -5.2% | +2.7% | -2.3% |
| 6M | -2.0% | -8.3% | +6.3% | -1.8% |
| YTD | -0.9% | -2.7% | +1.8% | -0.9% |
| 1Y | -0.3% | +0.1% | -0.5% | -0.5% |
| 3Y | +29.2% | -1.0% | +30.2% | +28.6% |
| 5Y | +7.4% | +10.6% | -3.2% | +5.6% |
| All | +7.4% | +9.9% | -2.5% | +5.6% |
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 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