+74.7%
CART vs HSY
-9.2%
+83.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | -0.6% | +1.1% | -1.7% | -0.6% |
| 30D | +23.1% | +7.7% | +15.4% | +23.1% |
| 3M | +19.2% | -2.3% | +21.5% | +19.0% |
| 6M | +45.7% | -5.3% | +51.0% | +45.2% |
| YTD | +30.9% | -0.9% | +31.8% | +30.1% |
| 1Y | +50.2% | +5.2% | +45.0% | +49.3% |
| 3Y | +133.5% | +0.7% | +132.8% | +126.1% |
| All | +74.7% | -9.2% | +83.8% | +69.8% |
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