+96.8%
CAT vs HSY
-5.5%
+102.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.0% |
| 7D | +2.9% | -3.0% | +5.9% | +2.3% |
| 30D | -2.6% | -5.0% | +2.4% | -3.6% |
| 3M | -10.7% | -1.3% | -9.4% | -10.8% |
| 6M | +16.1% | -21.5% | +37.6% | +15.2% |
| YTD | +43.2% | -3.3% | +46.5% | +46.1% |
| 1Y | +96.8% | -5.5% | +102.3% | +102.0% |
| All | +96.8% | -5.5% | +102.3% | +102.0% |
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 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