+12.0%
HSY vs EOSE
-70.0%
+82.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.1% | +1.8% | -1.7% | +0.1% |
| 30D | -5.2% | -6.8% | +1.7% | -5.2% |
| 3M | -3.4% | -36.3% | +32.9% | -3.4% |
| 6M | -19.2% | -38.8% | +19.6% | -19.2% |
| YTD | -2.6% | -65.5% | +62.9% | -2.6% |
| 1Y | -3.8% | -45.3% | +41.5% | -4.1% |
| 3Y | -10.6% | +44.2% | -54.8% | -12.8% |
| All | +12.0% | -70.0% | +82.0% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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