+1,126.0%
CAT vs HSY
+122.8%
+1,003.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +5.6% | -1.6% | +7.1% | +5.9% |
| 30D | -2.3% | -4.2% | +1.9% | -1.6% |
| 3M | -10.0% | -0.7% | -9.3% | -10.4% |
| 6M | +21.2% | -21.8% | +43.0% | +27.4% |
| YTD | +44.4% | -2.7% | +47.1% | +43.5% |
| 1Y | +96.3% | -4.8% | +101.1% | +95.5% |
| 3Y | +203.9% | -9.4% | +213.3% | +202.7% |
| 5Y | +333.5% | +11.3% | +322.2% | +294.7% |
| 10Y | +1,126.0% | +125.0% | +1,001.0% | +835.0% |
| All | +1,126.0% | +122.8% | +1,003.2% | +835.0% |
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