+280.3%
EMR vs HSY
+127.3%
+153.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | +2.7% | -2.3% | +5.0% | +3.3% |
| 30D | +2.1% | +6.3% | -4.2% | -0.2% |
| 3M | +2.3% | -5.2% | +7.4% | +3.5% |
| 6M | +22.5% | -8.3% | +30.8% | +24.6% |
| YTD | +27.2% | -2.7% | +29.8% | +25.8% |
| 1Y | +28.0% | +0.1% | +27.9% | +25.2% |
| 3Y | +103.4% | -1.0% | +104.5% | +93.1% |
| 5Y | +88.2% | +10.6% | +77.5% | +64.4% |
| All | +280.3% | +127.3% | +153.0% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling