+90.4%
ENB vs HSY
+130.0%
-39.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.1% | -4.3% |
| 7D | -4.6% | -0.4% | -4.1% | -4.4% |
| 30D | -5.2% | -3.4% | -1.8% | -4.2% |
| 3M | -13.4% | -0.5% | -12.9% | -13.6% |
| 6M | -7.8% | -19.1% | +11.3% | -1.7% |
| YTD | +4.9% | -2.1% | +7.0% | +4.2% |
| 1Y | +3.2% | -3.2% | +6.5% | +2.6% |
| 3Y | +71.0% | -8.8% | +79.8% | +70.5% |
| 5Y | +64.0% | +13.0% | +51.0% | +44.2% |
| All | +90.4% | +130.0% | -39.6% | +38.8% |
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 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