+432.5%
EWZ vs HSY
+1,325.1%
-892.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +6.5% | -3.3% | +9.8% | +8.0% |
| 30D | +4.8% | -2.8% | +7.7% | +6.0% |
| 3M | +9.9% | -4.5% | +14.4% | +11.2% |
| 6M | +1.9% | -24.2% | +26.2% | +13.2% |
| YTD | +20.3% | -2.7% | +23.0% | +19.4% |
| 1Y | +35.6% | -3.7% | +39.4% | +34.5% |
| 3Y | +43.4% | -11.5% | +54.9% | +43.1% |
| 5Y | +55.9% | +10.3% | +45.6% | +37.5% |
| 10Y | +84.2% | +122.1% | -38.0% | +17.8% |
| All | +432.5% | +1,325.1% | -892.6% | +129.4% |
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