+127.8%
HSY vs EXR
+205.9%
-78.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | +3.8% | +1.7% | +2.1% | +3.3% |
| 30D | +6.9% | +18.0% | -11.2% | +2.0% |
| 3M | -4.1% | +9.7% | -13.7% | -6.6% |
| 6M | -5.0% | +13.4% | -18.4% | -8.3% |
| YTD | -2.3% | +26.3% | -28.6% | -8.8% |
| 1Y | +6.1% | +27.6% | -21.5% | -1.3% |
| 3Y | -0.7% | +52.2% | -52.8% | -13.4% |
| 5Y | +9.9% | -1.1% | +11.0% | +6.3% |
| 10Y | +127.8% | +216.8% | -89.0% | +52.7% |
| All | +127.8% | +205.9% | -78.1% | +52.7% |
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