+162.1%
EQX vs HSY
-9.3%
+171.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +7.8% | -5.2% | +12.9% | +7.7% |
| 3M | +21.3% | -3.4% | +24.7% | +21.4% |
| 6M | -22.4% | -19.2% | -3.2% | -22.9% |
| YTD | -11.3% | -2.6% | -8.7% | -10.4% |
| 1Y | +13.5% | -3.8% | +17.3% | +14.6% |
| 3Y | +162.1% | -10.6% | +172.8% | +206.0% |
| All | +162.1% | -9.3% | +171.5% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling