+764.3%
ENTG vs HSY
+130.0%
+634.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.2% | -5.2% | -4.2% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | -8.5% | -3.4% | -5.1% | -7.9% |
| 3M | +6.7% | -0.5% | +7.2% | +5.8% |
| 6M | +17.7% | -19.1% | +36.9% | +23.4% |
| YTD | +63.5% | -2.1% | +65.5% | +61.6% |
| 1Y | +73.6% | -3.2% | +76.8% | +71.7% |
| 3Y | +44.6% | -8.8% | +53.4% | +42.6% |
| 5Y | +16.1% | +13.0% | +3.1% | +2.8% |
| All | +764.3% | +130.0% | +634.3% | +580.9% |
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 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