+371.8%
HSY vs EFV
+258.8%
+113.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -3.3% | +1.5% | -4.8% | -3.9% |
| 30D | -2.8% | +1.7% | -4.6% | -3.5% |
| 3M | -4.5% | +8.6% | -13.1% | -7.7% |
| 6M | -24.2% | +11.7% | -35.9% | -27.7% |
| YTD | -2.7% | +19.3% | -22.0% | -9.6% |
| 1Y | -3.7% | +30.2% | -33.9% | -13.6% |
| 3Y | -11.5% | +91.6% | -103.1% | -32.4% |
| 5Y | +10.3% | +96.4% | -86.0% | -17.5% |
| 10Y | +122.1% | +166.5% | -44.4% | +43.6% |
| All | +371.8% | +258.8% | +113.0% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling