+1,583.6%
CCJ vs HSY
+1,740.9%
-157.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.7% | -3.3% | +4.0% | +1.4% |
| 30D | +6.9% | -2.8% | +9.7% | +7.4% |
| 3M | -11.6% | -4.5% | -7.2% | -11.1% |
| 6M | -16.2% | -24.2% | +8.0% | -11.5% |
| YTD | +10.1% | -2.7% | +12.8% | +9.6% |
| 1Y | +32.3% | -3.7% | +36.0% | +31.4% |
| 3Y | +171.3% | -11.5% | +182.8% | +169.3% |
| 5Y | +372.4% | +10.3% | +362.0% | +338.8% |
| 10Y | +1,070.0% | +122.1% | +947.9% | +789.7% |
| All | +1,583.6% | +1,740.9% | -157.3% | +804.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling