+15.6%
HSY vs ES
+1.4%
+14.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +1.3% |
| 7D | +7.5% | +1.9% | +5.6% | +6.9% |
| 30D | +11.1% | +7.1% | +4.0% | +8.7% |
| 3M | -1.9% | -1.9% | 0.0% | -1.4% |
| 6M | -3.0% | +4.4% | -7.3% | -4.2% |
| YTD | 0.0% | +7.3% | -7.3% | -2.4% |
| 1Y | +9.4% | +2.1% | +7.3% | +8.0% |
| 3Y | +3.8% | +41.8% | -38.1% | -9.7% |
| All | +15.6% | +1.4% | +14.2% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling