+126.5%
HSY vs EAT
+374.9%
-248.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.1% | -7.7% | +7.8% | +0.6% |
| 30D | -5.2% | -13.6% | +8.4% | -4.3% |
| 3M | -3.4% | +33.9% | -37.3% | -5.4% |
| 6M | -19.2% | +47.2% | -66.4% | -21.6% |
| YTD | -2.6% | +48.1% | -50.7% | -5.7% |
| 1Y | -3.8% | +33.7% | -37.5% | -6.3% |
| 3Y | -10.6% | +595.8% | -606.4% | -24.8% |
| 5Y | +12.3% | +314.4% | -302.1% | -3.4% |
| All | +126.5% | +374.9% | -248.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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