+1,244.2%
EWY vs HSY
+1,191.3%
+52.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +8.0% | -1.6% | +9.6% | +8.5% |
| 30D | +14.3% | -4.2% | +18.6% | +15.7% |
| 3M | +2.3% | -0.7% | +3.0% | +1.4% |
| 6M | +49.9% | -21.8% | +71.6% | +59.5% |
| YTD | +95.3% | -2.7% | +98.0% | +93.1% |
| 1Y | +161.7% | -4.8% | +166.5% | +159.3% |
| 3Y | +230.2% | -9.4% | +239.5% | +224.1% |
| 5Y | +148.1% | +11.3% | +136.9% | +121.2% |
| 10Y | +293.2% | +125.0% | +168.1% | +160.8% |
| All | +1,244.2% | +1,191.3% | +52.8% | +568.2% |
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