+1,299.2%
HSY vs EXEL
+347.1%
+952.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | +7.7% | +18.2% | -10.5% | +6.9% |
| 3M | -2.3% | +37.7% | -40.0% | -3.6% |
| 6M | -5.3% | +42.2% | -47.5% | -6.8% |
| YTD | -0.9% | +61.3% | -62.2% | -3.0% |
| 1Y | +5.2% | +64.5% | -59.3% | +2.9% |
| 3Y | +0.7% | +236.7% | -235.9% | -4.9% |
| 5Y | +12.2% | +296.3% | -284.1% | +4.8% |
| 10Y | +131.1% | +331.1% | -200.0% | +110.4% |
| All | +1,299.2% | +347.1% | +952.0% | +1,062.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling