+271.2%
EW vs HSY
+128.6%
+142.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +4.9% | -2.1% | +7.0% | +5.5% |
| 30D | +23.9% | +6.1% | +17.8% | +21.6% |
| 3M | +15.8% | -5.6% | +21.4% | +17.5% |
| 6M | +31.7% | -9.5% | +41.2% | +34.8% |
| YTD | +25.7% | -2.1% | +27.8% | +24.8% |
| 1Y | +24.4% | +0.8% | +23.7% | +22.3% |
| 3Y | +65.9% | -2.1% | +68.0% | +59.7% |
| 5Y | -7.6% | +11.2% | -18.9% | -17.8% |
| All | +271.2% | +128.6% | +142.7% | +165.6% |
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