+590.1%
EWT vs HSY
+1,243.8%
-653.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | +8.2% | -4.2% | +12.4% | +9.3% |
| 3M | +11.1% | -0.7% | +11.8% | +10.6% |
| 6M | +60.4% | -21.8% | +82.2% | +69.6% |
| YTD | +75.6% | -2.7% | +78.2% | +74.5% |
| 1Y | +91.3% | -4.8% | +96.1% | +90.7% |
| 3Y | +200.3% | -9.4% | +209.7% | +197.4% |
| 5Y | +156.4% | +11.3% | +145.1% | +134.6% |
| 10Y | +495.8% | +125.0% | +370.8% | +324.0% |
| All | +590.1% | +1,243.8% | -653.6% | +243.9% |
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