+70.6%
ENB vs HSY
+11.4%
+59.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.6% |
| 7D | -0.3% | -3.0% | +2.6% | +0.1% |
| 30D | -1.1% | -5.0% | +4.0% | -0.3% |
| 3M | -8.5% | -1.3% | -7.2% | -8.5% |
| 6M | -4.5% | -21.5% | +17.0% | -1.1% |
| YTD | +9.1% | -3.3% | +12.4% | +9.0% |
| 1Y | +8.0% | -5.5% | +13.5% | +8.2% |
| 3Y | +77.8% | -9.9% | +87.8% | +80.0% |
| All | +70.6% | +11.4% | +59.2% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling