+233.4%
EQX vs HSY
+97.5%
+135.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.2% | -6.3% | -5.3% |
| 7D | -7.0% | -0.4% | -6.6% | -7.0% |
| 30D | +4.8% | -3.4% | +8.3% | +5.5% |
| 3M | +25.6% | -0.5% | +26.1% | +25.6% |
| 6M | -25.8% | -19.1% | -6.7% | -23.3% |
| YTD | -12.7% | -2.1% | -10.7% | -12.8% |
| 1Y | +14.1% | -3.2% | +17.3% | +14.0% |
| 3Y | +165.7% | -8.8% | +174.6% | +166.8% |
| 5Y | +81.2% | +13.0% | +68.3% | +69.4% |
| All | +233.4% | +97.5% | +135.9% | +184.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling