+127.8%
HSY vs EXEL
+386.3%
-258.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.3% |
| 7D | -0.4% | -2.9% | +2.5% | -0.3% |
| 30D | -3.4% | +11.9% | -15.3% | -4.0% |
| 3M | -0.5% | +9.2% | -9.7% | -1.0% |
| 6M | -19.1% | +39.1% | -58.2% | -20.5% |
| YTD | -2.1% | +31.0% | -33.1% | -3.5% |
| 1Y | -3.2% | +52.3% | -55.6% | -5.4% |
| 3Y | -8.8% | +159.7% | -168.6% | -13.8% |
| 5Y | +13.0% | +187.7% | -174.8% | +5.7% |
| All | +127.8% | +386.3% | -258.5% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling