+460.8%
HSY vs ET
+1,435.7%
-974.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -4.2% | +6.9% | -11.1% | -4.8% |
| 3M | -0.7% | +13.1% | -13.8% | -1.9% |
| 6M | -21.8% | +18.7% | -40.5% | -23.0% |
| YTD | -2.7% | +37.4% | -40.1% | -5.5% |
| 1Y | -4.8% | +34.8% | -39.6% | -7.5% |
| 3Y | -9.4% | +96.8% | -106.2% | -15.5% |
| 5Y | +11.3% | +238.2% | -227.0% | -2.1% |
| 10Y | +125.0% | +159.4% | -34.4% | +93.8% |
| All | +460.8% | +1,435.7% | -974.9% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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