+2,186.4%
HSY vs EL
+1,821.4%
+365.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | +0.4% |
| 7D | -2.1% | +1.5% | -3.7% | -2.4% |
| 30D | +6.1% | +10.0% | -3.9% | +4.3% |
| 3M | -5.6% | +28.4% | -34.0% | -10.0% |
| 6M | -9.5% | +37.1% | -46.6% | -14.8% |
| YTD | -2.1% | +7.8% | -9.9% | -5.4% |
| 1Y | +0.8% | +26.0% | -25.3% | -5.4% |
| 3Y | -2.1% | +3.8% | -6.0% | -8.3% |
| 5Y | +11.2% | -65.2% | +76.4% | +24.8% |
| 10Y | +128.3% | +62.1% | +66.1% | +85.0% |
| All | +2,186.4% | +1,821.4% | +365.1% | +1,099.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling