+197.7%
EXC vs HSY
+121.1%
+76.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +0.1% | +3.8% | -3.8% | -1.7% |
| 30D | +9.0% | +6.9% | +2.1% | +5.5% |
| 3M | +3.3% | -4.1% | +7.4% | +5.0% |
| 6M | +5.7% | -5.0% | +10.6% | +7.4% |
| YTD | +7.3% | -2.3% | +9.6% | +6.4% |
| 1Y | +2.9% | +6.1% | -3.2% | -2.2% |
| 3Y | +29.3% | -0.7% | +30.0% | +22.1% |
| 5Y | +40.1% | +9.9% | +30.2% | +20.8% |
| 10Y | +197.7% | +127.8% | +69.9% | +68.8% |
| All | +197.7% | +121.1% | +76.6% | +68.8% |
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 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