+220.1%
C vs HSY
+122.5%
+97.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.0% | +3.2% |
| 7D | -0.9% | +1.3% | -2.2% | -1.4% |
| 30D | -5.4% | +6.6% | -12.0% | -7.4% |
| 3M | -9.2% | -4.1% | -5.0% | -8.4% |
| 6M | -1.8% | -5.2% | +3.4% | -1.3% |
| YTD | +6.7% | -2.5% | +9.2% | +5.2% |
| 1Y | +23.5% | +4.7% | +18.8% | +18.6% |
| 3Y | +219.8% | +0.6% | +219.2% | +201.7% |
| 5Y | +112.4% | +11.7% | +100.7% | +82.3% |
| 10Y | +220.1% | +120.0% | +100.1% | +139.2% |
| All | +220.1% | +122.5% | +97.6% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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