+286.5%
C vs HSY
+122.8%
+163.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.2% | -1.6% | +4.7% | +3.6% |
| 30D | +1.3% | -4.2% | +5.5% | +2.5% |
| 3M | +3.1% | -0.7% | +3.8% | +2.8% |
| 6M | +29.6% | -21.8% | +51.4% | +38.7% |
| YTD | +19.0% | -2.7% | +21.6% | +17.7% |
| 1Y | +45.6% | -4.8% | +50.5% | +44.8% |
| 3Y | +269.3% | -9.4% | +278.6% | +266.1% |
| 5Y | +131.6% | +11.3% | +120.3% | +100.1% |
| 10Y | +286.5% | +125.0% | +161.5% | +190.1% |
| All | +286.5% | +122.8% | +163.7% | +190.1% |
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