+151.5%
EXC vs HSY
+122.8%
+28.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.2% | -1.6% | +2.8% | +2.0% |
| 30D | -2.7% | -4.2% | +1.5% | -0.8% |
| 3M | -1.0% | -0.7% | -0.2% | -1.0% |
| 6M | -9.3% | -21.8% | +12.5% | +1.3% |
| YTD | +3.6% | -2.7% | +6.3% | +3.2% |
| 1Y | +5.9% | -4.8% | +10.7% | +6.1% |
| 3Y | +21.3% | -9.4% | +30.7% | +21.4% |
| 5Y | +46.2% | +11.3% | +34.9% | +25.3% |
| 10Y | +151.5% | +125.0% | +26.5% | +54.3% |
| All | +151.5% | +122.8% | +28.6% | +54.3% |
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