+128.1%
HSY vs EXR
+144.7%
-16.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.1% |
| 7D | -3.0% | -3.1% | +0.1% | -2.1% |
| 30D | -5.0% | -7.5% | +2.5% | -2.9% |
| 3M | -1.3% | -7.5% | +6.2% | +0.9% |
| 6M | -21.5% | -5.2% | -16.3% | -20.4% |
| YTD | -3.3% | +6.5% | -9.8% | -5.2% |
| 1Y | -5.5% | -2.0% | -3.5% | -5.3% |
| 3Y | -9.9% | +21.5% | -31.5% | -16.5% |
| 5Y | +11.3% | -11.5% | +22.9% | +10.6% |
| 10Y | +128.1% | +148.0% | -19.9% | +58.7% |
| All | +128.1% | +144.7% | -16.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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