+4,408.8%
HSY vs ED
+2,474.3%
+1,934.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | +7.7% | +11.2% | -3.5% | +2.9% |
| 3M | -2.3% | +11.8% | -14.1% | -6.9% |
| 6M | -5.3% | +14.1% | -19.4% | -10.5% |
| YTD | -0.9% | +23.0% | -23.9% | -9.5% |
| 1Y | +5.2% | +23.7% | -18.4% | -4.2% |
| 3Y | +0.7% | +47.7% | -47.0% | -15.6% |
| 5Y | +12.2% | +82.6% | -70.4% | -15.0% |
| 10Y | +131.1% | +141.8% | -10.7% | +51.8% |
| All | +4,408.8% | +2,474.3% | +1,934.5% | +953.2% |
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