+183.3%
CAT vs HSY
+14.9%
+168.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -10.3% | +7.5% | -17.8% | -10.4% |
| 30D | -31.2% | +11.1% | -42.3% | -31.4% |
| 3M | -34.7% | -1.9% | -32.7% | -34.6% |
| 6M | -39.5% | -3.0% | -36.5% | -39.4% |
| YTD | -1.7% | 0.0% | -1.7% | -1.9% |
| 1Y | -1.1% | +9.4% | -10.6% | -2.4% |
| 3Y | +143.9% | +3.8% | +140.1% | +139.1% |
| All | +183.3% | +14.9% | +168.4% | +162.6% |
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