+246.7%
CB vs HSY
+131.3%
+115.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.2% |
| 7D | -1.0% | +1.1% | -2.1% | -1.5% |
| 30D | +7.3% | +7.7% | -0.4% | +4.1% |
| 3M | +7.0% | -2.3% | +9.3% | +7.7% |
| 6M | +16.3% | -5.3% | +21.7% | +18.1% |
| YTD | +19.7% | -0.9% | +20.6% | +18.3% |
| 1Y | +27.8% | +5.2% | +22.6% | +23.0% |
| 3Y | +72.0% | +0.7% | +71.3% | +62.9% |
| 5Y | +104.9% | +12.2% | +92.7% | +77.9% |
| 10Y | +246.7% | +131.1% | +115.6% | +131.7% |
| All | +246.7% | +131.3% | +115.5% | +131.7% |
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