+3,912.1%
EMR vs HSY
+4,402.6%
-490.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | -1.5% | -3.3% | +1.8% | -0.4% |
| 30D | -5.6% | -2.8% | -2.8% | -4.8% |
| 3M | +7.9% | -4.5% | +12.4% | +8.9% |
| 6M | +6.0% | -24.2% | +30.2% | +15.3% |
| YTD | +16.4% | -2.7% | +19.2% | +15.8% |
| 1Y | +16.6% | -3.7% | +20.4% | +15.9% |
| 3Y | +62.9% | -11.5% | +74.3% | +62.6% |
| 5Y | +60.1% | +10.3% | +49.8% | +46.2% |
| 10Y | +268.8% | +122.1% | +146.6% | +161.2% |
| All | +3,912.1% | +4,402.6% | -490.6% | +972.8% |
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