+1,282.0%
HSY vs EXEL
+336.4%
+945.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +6.1% | +13.1% | -7.0% | +5.5% |
| 3M | -5.6% | +36.3% | -42.0% | -6.9% |
| 6M | -9.5% | +34.5% | -44.1% | -10.7% |
| YTD | -2.1% | +57.4% | -59.5% | -4.1% |
| 1Y | +0.8% | +62.9% | -62.2% | -1.4% |
| 3Y | -2.1% | +229.5% | -231.6% | -7.6% |
| 5Y | +11.2% | +281.2% | -270.0% | +4.0% |
| 10Y | +128.3% | +320.7% | -192.5% | +108.1% |
| All | +1,282.0% | +336.4% | +945.7% | +1,049.2% |
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