+127.8%
HSY vs ES
+87.3%
+40.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +3.8% | +0.9% | +3.0% | +3.5% |
| 30D | +6.9% | +5.9% | +1.0% | +4.5% |
| 3M | -4.1% | -1.0% | -3.0% | -3.7% |
| 6M | -5.0% | +7.2% | -12.2% | -7.6% |
| YTD | -2.3% | +7.0% | -9.3% | -5.3% |
| 1Y | +6.1% | +0.5% | +5.6% | +4.9% |
| 3Y | -0.7% | +48.7% | -49.3% | -18.6% |
| 5Y | +9.9% | +1.9% | +7.9% | +5.0% |
| 10Y | +127.8% | +89.2% | +38.7% | +66.2% |
| All | +127.8% | +87.3% | +40.5% | +66.2% |
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