+531.4%
HSY vs EXR
+3,094.9%
-2,563.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.5% |
| 7D | +7.5% | +5.2% | +2.3% | +6.3% |
| 30D | +11.1% | +20.9% | -9.8% | +6.3% |
| 3M | -1.9% | +7.7% | -9.6% | -3.6% |
| 6M | -3.0% | +13.2% | -16.2% | -5.7% |
| YTD | 0.0% | +26.5% | -26.4% | -5.5% |
| 1Y | +9.4% | +27.2% | -17.8% | +3.2% |
| 3Y | +3.8% | +71.5% | -67.8% | -9.8% |
| 5Y | +15.2% | +0.4% | +14.8% | +11.3% |
| 10Y | +126.9% | +225.2% | -98.3% | +65.0% |
| All | +531.4% | +3,094.9% | -2,563.5% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling