+11.3%
HSY vs ESI
+77.4%
-66.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -1.6% | +5.4% | -6.9% | -1.7% |
| 30D | -4.2% | -4.2% | 0.0% | -4.2% |
| 3M | -0.7% | -9.6% | +8.9% | -0.8% |
| 6M | -21.8% | +18.3% | -40.1% | -23.0% |
| YTD | -2.7% | +45.8% | -48.5% | -5.5% |
| 1Y | -4.8% | +39.2% | -44.0% | -7.4% |
| 3Y | -9.4% | +86.3% | -95.6% | -14.6% |
| 5Y | +11.3% | +76.2% | -64.9% | +3.0% |
| All | +11.3% | +77.4% | -66.2% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling