+27.7%
EXC vs HSY
+3.5%
+24.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -1.2% | +7.5% | -8.7% | -2.7% |
| 30D | +10.0% | +11.1% | -1.1% | +7.5% |
| 3M | +1.6% | -1.9% | +3.6% | +1.9% |
| 6M | +3.3% | -3.0% | +6.2% | +3.6% |
| YTD | +7.6% | 0.0% | +7.5% | +6.8% |
| 1Y | +3.5% | +9.4% | -6.0% | +0.8% |
| 3Y | +27.7% | +3.8% | +23.9% | +21.5% |
| All | +27.7% | +3.5% | +24.2% | +21.5% |
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