+13.0%
HSY vs EFV
+94.1%
-81.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.4% | -2.0% | +1.6% | +0.1% |
| 30D | -3.4% | -0.2% | -3.3% | -3.4% |
| 3M | -0.5% | +9.1% | -9.6% | -2.6% |
| 6M | -19.1% | +11.7% | -30.8% | -21.4% |
| YTD | -2.1% | +17.0% | -19.1% | -6.1% |
| 1Y | -3.2% | +26.7% | -30.0% | -9.1% |
| 3Y | -8.8% | +90.2% | -99.0% | -22.7% |
| 5Y | +13.0% | +96.1% | -83.1% | -5.0% |
| All | +13.0% | +94.1% | -81.1% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling