-39.7%
CAG vs HSY
-9.3%
-30.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -2.4% | -5.2% | +2.8% | 0.0% |
| 3M | +9.8% | -3.4% | +13.2% | +11.5% |
| 6M | -10.8% | -19.2% | +8.4% | -2.7% |
| YTD | -10.8% | -2.6% | -8.2% | -10.1% |
| 1Y | -19.0% | -3.8% | -15.2% | -18.0% |
| 3Y | -39.7% | -10.6% | -29.1% | -36.1% |
| All | -39.7% | -9.3% | -30.4% | -36.1% |
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 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