+246.7%
CB vs HSY
+121.1%
+125.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +0.7% | +3.8% | -3.1% | -0.8% |
| 30D | +8.2% | +6.9% | +1.3% | +5.2% |
| 3M | +6.3% | -4.1% | +10.4% | +7.8% |
| 6M | +16.2% | -5.0% | +21.2% | +17.8% |
| YTD | +19.3% | -2.3% | +21.6% | +18.6% |
| 1Y | +29.2% | +6.1% | +23.1% | +23.9% |
| 3Y | +71.4% | -0.7% | +72.1% | +63.2% |
| 5Y | +104.2% | +9.9% | +94.4% | +79.0% |
| 10Y | +246.7% | +127.8% | +118.8% | +133.0% |
| All | +246.7% | +121.1% | +125.6% | +133.0% |
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 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