+127.8%
HSY vs ESI
+310.7%
-182.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.5% | +5.7% | +1.7% |
| 7D | -0.4% | -2.3% | +1.9% | -0.2% |
| 30D | -3.4% | -9.0% | +5.6% | -2.7% |
| 3M | -0.5% | -13.3% | +12.7% | +0.2% |
| 6M | -19.1% | +5.3% | -24.4% | -20.6% |
| YTD | -2.1% | +37.6% | -39.7% | -6.9% |
| 1Y | -3.2% | +33.6% | -36.8% | -7.9% |
| 3Y | -8.8% | +75.8% | -84.6% | -17.4% |
| 5Y | +13.0% | +68.6% | -55.6% | +1.3% |
| All | +127.8% | +310.7% | -182.9% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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