+349.8%
CCJ vs HSY
+11.3%
+338.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +5.9% | -1.6% | +7.5% | +5.8% |
| 30D | +4.7% | -4.2% | +8.9% | +4.4% |
| 3M | -3.3% | -0.7% | -2.6% | -3.3% |
| 6M | -7.0% | -21.8% | +14.8% | -8.3% |
| YTD | +11.5% | -2.7% | +14.1% | +11.5% |
| 1Y | +32.3% | -4.8% | +37.1% | +32.3% |
| 3Y | +176.8% | -9.4% | +186.2% | +182.8% |
| All | +349.8% | +11.3% | +338.5% | +371.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling