+4,325.0%
HSY vs ED
+2,217.3%
+2,107.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.5% |
| 7D | -3.3% | -0.2% | -3.1% | -3.2% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | -4.5% | +3.9% | -8.4% | -6.0% |
| 6M | -24.2% | -3.0% | -21.2% | -23.2% |
| YTD | -2.7% | +10.7% | -13.4% | -7.0% |
| 1Y | -3.7% | +13.3% | -17.1% | -9.1% |
| 3Y | -11.5% | +34.5% | -46.0% | -22.9% |
| 5Y | +10.3% | +67.1% | -56.8% | -13.2% |
| 10Y | +122.1% | +103.0% | +19.1% | +57.0% |
| All | +4,325.0% | +2,217.3% | +2,107.7% | +981.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 all: compounded portfolio wealth divided by compounded ED 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…
all analysis · Full analysis span regression · 6 months rolling