+128.1%
HSY vs EL
+28.8%
+99.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | -0.2% |
| 7D | -3.0% | -2.4% | -0.6% | -2.6% |
| 30D | -5.0% | +13.7% | -18.7% | -7.0% |
| 3M | -1.3% | +14.5% | -15.8% | -3.5% |
| 6M | -21.5% | +7.4% | -28.9% | -22.9% |
| YTD | -3.3% | -4.7% | +1.4% | -4.3% |
| 1Y | -5.5% | +12.9% | -18.4% | -9.5% |
| 3Y | -9.9% | -32.2% | +22.3% | -8.4% |
| 5Y | +11.3% | -68.4% | +79.7% | +31.1% |
| 10Y | +128.1% | +28.3% | +99.8% | +86.4% |
| All | +128.1% | +28.8% | +99.2% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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