+146.1%
EWT vs HSY
+12.8%
+133.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -2.5% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | +4.8% | -3.4% | +8.2% | +4.7% |
| 3M | +11.1% | -0.5% | +11.7% | +11.1% |
| 6M | +54.6% | -19.1% | +73.8% | +55.5% |
| YTD | +71.4% | -2.1% | +73.5% | +71.6% |
| 1Y | +82.1% | -3.2% | +85.3% | +82.4% |
| 3Y | +193.2% | -8.8% | +202.0% | +194.5% |
| 5Y | +146.1% | +13.0% | +133.1% | +140.3% |
| All | +146.1% | +12.8% | +133.3% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling