+221.5%
CB vs HSY
+122.7%
+98.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +0.5% | -3.3% | +3.8% | +1.8% |
| 30D | -3.1% | -2.8% | -0.3% | -2.1% |
| 3M | +9.0% | -4.5% | +13.4% | +10.6% |
| 6M | +2.9% | -24.2% | +27.1% | +14.0% |
| YTD | +10.1% | -2.7% | +12.8% | +9.8% |
| 1Y | +22.8% | -3.7% | +26.5% | +22.4% |
| 3Y | +73.8% | -11.5% | +85.3% | +76.0% |
| 5Y | +99.2% | +10.3% | +88.8% | +74.7% |
| All | +221.5% | +122.7% | +98.8% | +119.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling