+753.7%
CCJ vs HSY
+128.6%
+625.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | -0.8% | -2.1% | +1.3% | -0.6% |
| 30D | -13.2% | +6.1% | -19.3% | -13.8% |
| 3M | -27.6% | -5.6% | -22.0% | -27.2% |
| 6M | -38.7% | -9.5% | -29.2% | -38.2% |
| YTD | -22.7% | -2.1% | -20.6% | -23.1% |
| 1Y | -17.6% | +0.8% | -18.4% | -18.4% |
| 3Y | +62.7% | -2.1% | +64.8% | +58.7% |
| 5Y | +159.7% | +11.2% | +148.5% | +141.2% |
| All | +753.7% | +128.6% | +625.1% | +568.4% |
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 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