+303.5%
EWY vs HSY
+128.6%
+174.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -5.2% | +12.5% | +8.1% |
| 3M | -5.1% | -3.4% | -1.7% | -5.2% |
| 6M | +42.1% | -19.2% | +61.3% | +47.3% |
| YTD | +94.1% | -2.6% | +96.8% | +92.8% |
| 1Y | +147.8% | -3.8% | +151.6% | +146.1% |
| 3Y | +222.9% | -10.6% | +233.5% | +222.9% |
| 5Y | +150.6% | +12.3% | +138.3% | +125.0% |
| All | +303.5% | +128.6% | +174.9% | +204.6% |
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