+25,808.1%
CAT vs HSY
+4,402.6%
+21,405.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +1.7% | -3.3% | +5.0% | +2.7% |
| 30D | -6.6% | -2.8% | -3.7% | -5.9% |
| 3M | -13.3% | -4.5% | -8.8% | -12.8% |
| 6M | +11.6% | -24.2% | +35.8% | +19.9% |
| YTD | +42.9% | -2.7% | +45.7% | +41.9% |
| 1Y | +95.4% | -3.7% | +99.2% | +93.8% |
| 3Y | +196.6% | -11.5% | +208.1% | +195.6% |
| 5Y | +321.7% | +10.3% | +311.3% | +286.7% |
| 10Y | +1,140.8% | +122.1% | +1,018.7% | +785.9% |
| All | +25,808.1% | +4,402.6% | +21,405.4% | +7,416.0% |
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 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