+2,171.8%
HSY vs EL
+1,685.7%
+486.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.6% |
| 7D | -3.3% | +0.8% | -4.1% | -3.4% |
| 30D | -2.8% | +19.8% | -22.7% | -6.0% |
| 3M | -4.5% | +25.7% | -30.2% | -8.5% |
| 6M | -24.2% | +5.4% | -29.7% | -25.6% |
| YTD | -2.7% | +0.2% | -2.9% | -4.6% |
| 1Y | -3.7% | +20.4% | -24.2% | -9.1% |
| 3Y | -11.5% | -32.1% | +20.7% | -10.6% |
| 5Y | +10.3% | -67.2% | +77.5% | +25.1% |
| 10Y | +122.1% | +31.7% | +90.4% | +87.2% |
| All | +2,171.8% | +1,685.7% | +486.0% | +1,109.1% |
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