-11.2%
HSY vs ESI
+81.4%
-92.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -3.0% | +3.9% | -6.9% | -2.9% |
| 30D | -5.0% | -3.8% | -1.3% | -5.1% |
| 3M | -1.3% | -13.1% | +11.8% | -1.7% |
| 6M | -21.5% | +11.3% | -32.8% | -22.3% |
| YTD | -3.3% | +44.1% | -47.4% | -5.0% |
| 1Y | -5.5% | +40.3% | -45.8% | -7.1% |
| All | -11.2% | +81.4% | -92.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling