-25.9%
CCJ vs HSY
+10.7%
-36.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -0.2% |
| 7D | -14.5% | +6.6% | -21.1% | -13.0% |
| 30D | -18.1% | +8.4% | -26.4% | -16.3% |
| 3M | -23.0% | -1.8% | -21.2% | -22.7% |
| 6M | -39.4% | -2.6% | -36.8% | -39.2% |
| YTD | -21.7% | -2.0% | -19.7% | -18.3% |
| 1Y | -25.9% | +8.3% | -34.2% | -22.6% |
| All | -25.9% | +10.7% | -36.6% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling