+4,325.0%
HSY vs ES
+1,243.3%
+3,081.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -2.8% | -2.0% | -0.9% | -2.3% |
| 3M | -4.5% | +1.7% | -6.2% | -4.9% |
| 6M | -24.2% | -3.5% | -20.7% | -23.5% |
| YTD | -2.7% | +7.9% | -10.6% | -5.0% |
| 1Y | -3.7% | +17.2% | -20.9% | -8.6% |
| 3Y | -11.5% | +29.3% | -40.8% | -19.3% |
| 5Y | +10.3% | -5.7% | +16.1% | +9.3% |
| 10Y | +122.1% | +85.2% | +36.9% | +84.0% |
| All | +4,325.0% | +1,243.3% | +3,081.7% | +2,274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling