+291.6%
ETR vs HSY
+130.0%
+161.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.9% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -0.2% | -3.4% | +3.2% | +1.3% |
| 3M | -3.7% | -0.5% | -3.2% | -4.1% |
| 6M | +2.1% | -19.1% | +21.2% | +11.8% |
| YTD | +16.5% | -2.1% | +18.5% | +15.5% |
| 1Y | +22.5% | -3.2% | +25.8% | +21.5% |
| 3Y | +144.7% | -8.8% | +153.5% | +143.2% |
| 5Y | +125.2% | +13.0% | +112.2% | +91.6% |
| All | +291.6% | +130.0% | +161.6% | +144.7% |
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