+110.5%
ENB vs HSY
+128.6%
-18.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +1.7% | -2.1% | +3.8% | +2.3% |
| 30D | +0.7% | +6.1% | -5.4% | -1.5% |
| 3M | -5.8% | -5.6% | -0.1% | -4.4% |
| 6M | -11.3% | -9.5% | -1.8% | -9.1% |
| YTD | +3.7% | -2.1% | +5.8% | +2.7% |
| 1Y | +2.8% | +0.8% | +2.0% | +0.6% |
| 3Y | +67.7% | -2.1% | +69.8% | +61.4% |
| 5Y | +57.1% | +11.2% | +45.9% | +38.6% |
| All | +110.5% | +128.6% | -18.1% | +44.6% |
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