+145.0%
HSY vs ESI
+198.2%
-53.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -2.1% | +5.5% | -7.7% | -2.5% |
| 30D | +6.1% | -7.8% | +13.9% | +6.5% |
| 3M | -5.6% | -15.0% | +9.4% | -4.9% |
| 6M | -9.5% | -24.9% | +15.4% | -8.3% |
| YTD | -2.1% | +33.2% | -35.3% | -5.6% |
| 1Y | +0.8% | +24.9% | -24.2% | -2.4% |
| 3Y | -2.1% | +77.8% | -79.9% | -9.0% |
| 5Y | +11.2% | +37.1% | -25.9% | +4.9% |
| 10Y | +128.3% | +320.5% | -192.2% | +90.6% |
| All | +145.0% | +198.2% | -53.2% | +121.8% |
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 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