+127.7%
EXPE vs HSY
+128.6%
-0.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | -6.1% | +6.1% | -12.2% | -7.8% |
| 3M | -21.3% | -5.6% | -15.7% | -19.9% |
| 6M | +19.0% | -9.5% | +28.5% | +22.4% |
| YTD | -8.4% | -2.1% | -6.3% | -9.0% |
| 1Y | -2.8% | +0.8% | -3.6% | -4.4% |
| 3Y | +120.8% | -2.1% | +122.9% | +114.9% |
| 5Y | +46.2% | +11.2% | +34.9% | +30.1% |
| All | +127.7% | +128.6% | -0.9% | +74.1% |
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