+421.5%
CARR vs HSY
+74.8%
+346.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -8.9% | -5.2% | -3.7% | -7.7% |
| 3M | -17.3% | -3.4% | -13.9% | -16.9% |
| 6M | -1.4% | -19.2% | +17.8% | +4.0% |
| YTD | +10.0% | -2.6% | +12.6% | +9.3% |
| 1Y | -6.4% | -3.8% | -2.6% | -6.8% |
| 3Y | +1.5% | -10.6% | +12.2% | +2.7% |
| 5Y | +9.3% | +12.3% | -3.0% | -6.4% |
| All | +421.5% | +74.8% | +346.7% | +222.7% |
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