+131.7%
EMB vs HSY
+607.3%
-475.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | 0.0% | -3.3% | +3.3% | +0.3% |
| 30D | -0.3% | -2.8% | +2.5% | -0.1% |
| 3M | -0.4% | -4.5% | +4.1% | -0.1% |
| 6M | +0.1% | -24.2% | +24.3% | +2.2% |
| YTD | +1.6% | -2.7% | +4.3% | +1.6% |
| 1Y | +5.6% | -3.7% | +9.4% | +5.6% |
| 3Y | +29.8% | -11.5% | +41.3% | +30.1% |
| 5Y | +7.3% | +10.3% | -3.1% | +5.0% |
| 10Y | +30.4% | +122.1% | -91.7% | +22.0% |
| All | +131.7% | +607.3% | -475.6% | +113.9% |
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