+84.1%
EWZ vs HSY
+122.8%
-38.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +5.6% | -1.6% | +7.1% | +6.2% |
| 30D | +9.3% | -4.2% | +13.5% | +10.9% |
| 3M | +15.7% | -0.7% | +16.4% | +15.3% |
| 6M | +7.4% | -21.8% | +29.2% | +17.1% |
| YTD | +22.7% | -2.7% | +25.4% | +21.6% |
| 1Y | +36.4% | -4.8% | +41.2% | +35.8% |
| 3Y | +50.4% | -9.4% | +59.8% | +49.2% |
| 5Y | +67.6% | +11.3% | +56.4% | +42.4% |
| 10Y | +84.1% | +125.0% | -41.0% | +22.5% |
| All | +84.1% | +122.8% | -38.8% | +22.5% |
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