+42.5%
HSY vs EOSE
-57.1%
+99.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.8% | +0.1% |
| 7D | -1.6% | +41.4% | -43.0% | -1.5% |
| 30D | -4.2% | +3.6% | -7.8% | -4.2% |
| 3M | -0.7% | -35.7% | +35.0% | -0.7% |
| 6M | -21.8% | -29.9% | +8.1% | -21.8% |
| YTD | -2.7% | -62.5% | +59.8% | -2.7% |
| 1Y | -4.8% | -37.4% | +32.6% | -5.0% |
| 3Y | -9.4% | +55.8% | -65.2% | -10.8% |
| 5Y | +11.3% | -67.8% | +79.1% | +6.6% |
| All | +42.5% | -57.1% | +99.6% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling