+19,008.0%
CAT vs HSY
+4,411.2%
+14,596.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.6% | +9.8% | +7.9% |
| 7D | -2.4% | +1.3% | -3.7% | -3.0% |
| 30D | -25.0% | +6.6% | -31.6% | -26.7% |
| 3M | -28.7% | -4.1% | -24.6% | -28.3% |
| 6M | -33.0% | -5.2% | -27.7% | -32.9% |
| YTD | +5.4% | -2.5% | +8.0% | +4.1% |
| 1Y | +7.3% | +4.7% | +2.5% | +3.4% |
| 3Y | +166.0% | +0.6% | +165.5% | +153.3% |
| 5Y | +210.1% | +11.7% | +198.4% | +182.1% |
| 10Y | +712.5% | +120.0% | +592.5% | +479.7% |
| All | +19,008.0% | +4,411.2% | +14,596.7% | +5,413.4% |
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