+591.8%
CAG vs HSY
+4,405.8%
-3,813.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.3% | -1.6% | -3.7% | -4.7% |
| 30D | +1.0% | -4.2% | +5.2% | +2.8% |
| 3M | +17.4% | -0.7% | +18.1% | +17.8% |
| 6M | -16.8% | -21.8% | +5.0% | -8.4% |
| YTD | -6.8% | -2.7% | -4.1% | -6.1% |
| 1Y | -15.4% | -4.8% | -10.6% | -14.2% |
| 3Y | -37.1% | -9.4% | -27.7% | -35.9% |
| 5Y | -41.3% | +11.3% | -52.5% | -44.5% |
| 10Y | -35.5% | +125.0% | -160.5% | -53.8% |
| All | +591.8% | +4,405.8% | -3,813.9% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling