+17.1%
EWZ vs HSY
-1.0%
+18.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -2.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | -25.9% | +6.3% | -32.1% | -26.0% |
| 3M | -6.1% | -5.2% | -0.9% | -6.0% |
| 6M | -16.1% | -8.3% | -7.8% | -15.9% |
| YTD | +1.0% | -2.7% | +3.6% | +1.0% |
| 1Y | 0.0% | +0.1% | -0.2% | -0.2% |
| All | +17.1% | -1.0% | +18.1% | +15.8% |
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