-8.3%
HSY vs ESI
-24.7%
+16.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -2.3% |
| 7D | -2.3% | +8.3% | -10.7% | -0.4% |
| 30D | +6.3% | -10.4% | +16.7% | +4.4% |
| 3M | -5.2% | -13.2% | +8.0% | -7.2% |
| 6M | -8.3% | -23.9% | +15.6% | -14.7% |
| All | -8.3% | -24.7% | +16.5% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling