+148.7%
EWY vs HSY
+12.0%
+136.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | -5.2% | +12.5% | +6.9% |
| 3M | -5.1% | -3.4% | -1.7% | -5.1% |
| 6M | +42.1% | -19.2% | +61.3% | +42.9% |
| YTD | +94.1% | -2.6% | +96.8% | +94.9% |
| 1Y | +147.8% | -3.8% | +151.6% | +149.2% |
| 3Y | +222.9% | -10.6% | +233.5% | +226.2% |
| All | +148.7% | +12.0% | +136.8% | +150.3% |
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