+248.8%
EW vs HSY
+131.3%
+117.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | +6.5% | +1.1% | +5.4% | +6.1% |
| 30D | +22.5% | +7.7% | +14.8% | +19.7% |
| 3M | +13.0% | -2.3% | +15.3% | +13.5% |
| 6M | +37.1% | -5.3% | +42.4% | +38.5% |
| YTD | +24.1% | -0.9% | +25.0% | +22.8% |
| 1Y | +24.2% | +5.2% | +19.0% | +20.5% |
| 3Y | +64.8% | +0.7% | +64.0% | +57.0% |
| 5Y | -7.4% | +12.2% | -19.6% | -17.7% |
| 10Y | +248.8% | +131.1% | +117.7% | +164.8% |
| All | +248.8% | +131.3% | +117.5% | +164.8% |
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