+143.6%
HSY vs ESI
+200.4%
-56.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.6% |
| 7D | -2.3% | +8.3% | -10.7% | -2.8% |
| 30D | +6.3% | -10.4% | +16.7% | +6.9% |
| 3M | -5.2% | -13.2% | +8.0% | -4.6% |
| 6M | -8.3% | -23.9% | +15.6% | -7.2% |
| YTD | -2.7% | +34.2% | -36.8% | -6.2% |
| 1Y | +0.1% | +22.2% | -22.1% | -2.8% |
| 3Y | -1.0% | +79.2% | -80.3% | -8.0% |
| 5Y | +10.6% | +38.1% | -27.5% | +4.3% |
| 10Y | +127.0% | +323.6% | -196.6% | +89.5% |
| All | +143.6% | +200.4% | -56.7% | +120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling