+72.5%
CART vs HSY
-8.3%
+80.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +3.0% | +7.5% | -4.6% | +3.0% |
| 30D | +28.6% | +11.1% | +17.5% | +28.6% |
| 3M | +29.1% | -1.9% | +31.0% | +28.9% |
| 6M | +44.7% | -3.0% | +47.7% | +44.3% |
| YTD | +29.2% | 0.0% | +29.2% | +28.5% |
| 1Y | +66.2% | +9.4% | +56.7% | +65.2% |
| 3Y | +112.8% | +3.8% | +109.1% | +104.8% |
| All | +72.5% | -8.3% | +80.8% | +67.7% |
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 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