+36.4%
EWZ vs HSY
-3.3%
+39.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +5.6% | -1.6% | +7.1% | +5.6% |
| 30D | +9.3% | -4.2% | +13.5% | +9.2% |
| 3M | +15.7% | -0.7% | +16.4% | +15.6% |
| 6M | +7.4% | -21.8% | +29.2% | +8.1% |
| YTD | +22.7% | -2.7% | +25.4% | +23.8% |
| 1Y | +36.4% | -4.8% | +41.2% | +37.7% |
| All | +36.4% | -3.3% | +39.7% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling