+126.5%
HSY vs EFV
+169.9%
-43.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -5.2% | +0.6% | -5.8% | -5.5% |
| 3M | -3.4% | +7.5% | -10.9% | -6.4% |
| 6M | -19.2% | +13.0% | -32.2% | -23.6% |
| YTD | -2.6% | +18.3% | -20.9% | -9.8% |
| 1Y | -3.8% | +26.7% | -30.5% | -13.6% |
| 3Y | -10.6% | +89.6% | -100.2% | -33.5% |
| 5Y | +12.3% | +98.2% | -85.9% | -19.1% |
| All | +126.5% | +169.9% | -43.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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