+125.0%
HSY vs ES
+85.1%
+39.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -1.6% | +1.4% | -3.0% | -2.1% |
| 30D | -4.2% | -1.2% | -3.1% | -3.8% |
| 3M | -0.7% | +5.0% | -5.7% | -2.6% |
| 6M | -21.8% | -2.8% | -19.0% | -21.0% |
| YTD | -2.7% | +8.6% | -11.2% | -6.2% |
| 1Y | -4.8% | +18.9% | -23.8% | -12.4% |
| 3Y | -9.4% | +32.1% | -41.5% | -21.9% |
| 5Y | +11.3% | -5.1% | +16.3% | +10.1% |
| 10Y | +125.0% | +84.2% | +40.8% | +61.7% |
| All | +125.0% | +85.1% | +39.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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