+6.5%
CAT vs HSY
+2.9%
+3.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.1% |
| 7D | +9.3% | -2.3% | +11.7% | +8.6% |
| 30D | -21.5% | +6.3% | -27.8% | -20.1% |
| 3M | -29.1% | -5.2% | -23.9% | -29.6% |
| 6M | -33.4% | -8.3% | -25.1% | -33.1% |
| YTD | +6.6% | -2.7% | +9.2% | +9.0% |
| 1Y | +6.5% | +0.1% | +6.4% | +8.5% |
| All | +6.5% | +2.9% | +3.7% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling