-42.6%
CAG vs HSY
+12.8%
-55.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -4.0% | -3.4% |
| 7D | -5.9% | -0.4% | -5.5% | -5.7% |
| 30D | -1.5% | -3.4% | +1.9% | +0.3% |
| 3M | +11.5% | -0.5% | +12.0% | +11.8% |
| 6M | -15.7% | -19.1% | +3.5% | -6.5% |
| YTD | -10.2% | -2.1% | -8.1% | -9.9% |
| 1Y | -18.1% | -3.2% | -14.8% | -17.5% |
| 3Y | -39.4% | -8.8% | -30.6% | -37.5% |
| 5Y | -42.6% | +13.0% | -55.5% | -48.2% |
| All | -42.6% | +12.8% | -55.4% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling