+17,723.7%
CAT vs HSY
+4,530.8%
+13,192.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -10.3% | +7.5% | -17.8% | -12.3% |
| 30D | -31.2% | +11.1% | -42.3% | -33.5% |
| 3M | -34.7% | -1.9% | -32.7% | -34.6% |
| 6M | -39.5% | -3.0% | -36.5% | -39.8% |
| YTD | -1.7% | 0.0% | -1.7% | -3.6% |
| 1Y | -1.1% | +9.4% | -10.6% | -5.8% |
| 3Y | +143.9% | +3.8% | +140.1% | +130.2% |
| 5Y | +194.8% | +15.2% | +179.6% | +166.0% |
| 10Y | +739.8% | +126.9% | +612.9% | +494.1% |
| All | +17,723.7% | +4,530.8% | +13,192.9% | +5,007.8% |
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