+126.1%
EMB vs HSY
+607.9%
-481.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.7% | -2.3% | +1.7% | -0.5% |
| 30D | +0.5% | +6.3% | -5.8% | 0.0% |
| 3M | -2.5% | -5.2% | +2.7% | -2.1% |
| 6M | -2.0% | -8.3% | +6.3% | -1.5% |
| YTD | -0.9% | -2.7% | +1.8% | -0.9% |
| 1Y | -0.3% | +0.1% | -0.5% | -0.6% |
| 3Y | +29.2% | -1.0% | +30.2% | +28.2% |
| 5Y | +7.4% | +10.6% | -3.2% | +5.1% |
| 10Y | +35.8% | +127.0% | -91.2% | +26.9% |
| All | +126.1% | +607.9% | -481.8% | +108.6% |
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 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