+73.5%
CART vs HSY
-10.7%
+84.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.6% |
| 7D | +1.5% | +1.3% | +0.2% | +1.5% |
| 30D | +22.4% | +6.6% | +15.8% | +22.4% |
| 3M | +16.5% | -4.1% | +20.6% | +16.3% |
| 6M | +44.9% | -5.2% | +50.1% | +44.5% |
| YTD | +30.0% | -2.5% | +32.5% | +29.2% |
| 1Y | +59.1% | +4.7% | +54.3% | +58.1% |
| 3Y | +138.8% | +0.6% | +138.2% | +130.0% |
| All | +73.5% | -10.7% | +84.1% | +68.6% |
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 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