+270.6%
C vs HSY
-10.5%
+281.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +3.6% | -3.3% | +6.9% | +3.7% |
| 30D | +0.1% | -2.8% | +2.9% | +0.1% |
| 3M | +2.4% | -4.5% | +6.9% | +2.5% |
| 6M | +24.9% | -24.2% | +49.2% | +26.4% |
| YTD | +19.8% | -2.7% | +22.5% | +19.2% |
| 1Y | +44.9% | -3.7% | +48.6% | +44.2% |
| All | +270.6% | -10.5% | +281.1% | +258.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling