+44.7%
EWZ vs HSY
-11.4%
+56.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +6.5% | -3.3% | +9.8% | +6.7% |
| 30D | +4.8% | -2.8% | +7.7% | +5.0% |
| 3M | +9.9% | -4.5% | +14.4% | +10.1% |
| 6M | +1.9% | -24.2% | +26.2% | +3.7% |
| YTD | +20.3% | -2.7% | +23.0% | +20.3% |
| 1Y | +35.6% | -3.7% | +39.4% | +35.6% |
| All | +44.7% | -11.4% | +56.1% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling