-3.2%
HSY vs EXEL
+50.0%
-53.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.8% | +1.4% |
| 7D | -0.4% | -2.9% | +2.5% | -0.2% |
| 30D | -3.4% | +11.9% | -15.3% | -4.3% |
| 3M | -0.5% | +9.2% | -9.7% | -1.5% |
| 6M | -19.1% | +39.1% | -58.2% | -21.5% |
| YTD | -2.1% | +31.0% | -33.1% | -4.6% |
| 1Y | -3.2% | +52.3% | -55.6% | -5.2% |
| All | -3.2% | +50.0% | -53.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling