+1,273.1%
HSY vs EXEL
+273.2%
+1,000.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -3.3% | +8.4% | -11.7% | -3.6% |
| 30D | -2.8% | +4.1% | -6.9% | -3.0% |
| 3M | -4.5% | +12.4% | -16.9% | -5.0% |
| 6M | -24.2% | +41.5% | -65.8% | -25.4% |
| YTD | -2.7% | +34.6% | -37.4% | -4.1% |
| 1Y | -3.7% | +57.9% | -61.6% | -5.8% |
| 3Y | -11.5% | +159.5% | -171.0% | -15.6% |
| 5Y | +10.3% | +198.5% | -188.1% | +4.2% |
| 10Y | +122.1% | +411.4% | -289.2% | +100.5% |
| All | +1,273.1% | +273.2% | +1,000.0% | +1,049.5% |
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 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