+273.0%
EMR vs HSY
+128.6%
+144.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -6.8% | -5.2% | -1.6% | -5.3% |
| 3M | +7.5% | -3.4% | +10.9% | +8.1% |
| 6M | +9.9% | -19.2% | +29.1% | +16.9% |
| YTD | +16.0% | -2.6% | +18.6% | +15.1% |
| 1Y | +12.4% | -3.8% | +16.2% | +11.6% |
| 3Y | +60.2% | -10.6% | +70.9% | +60.3% |
| 5Y | +67.9% | +12.3% | +55.6% | +46.6% |
| All | +273.0% | +128.6% | +144.4% | +170.6% |
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 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