-41.7%
CCL vs HSY
+124.3%
-166.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | -4.4% | -3.0% | -1.4% | -3.5% |
| 30D | -18.2% | -5.0% | -13.2% | -17.0% |
| 3M | -17.7% | -1.3% | -16.4% | -17.5% |
| 6M | -13.0% | -21.5% | +8.5% | -7.0% |
| YTD | -24.5% | -3.3% | -21.2% | -24.4% |
| 1Y | -26.9% | -5.5% | -21.4% | -26.5% |
| 3Y | +50.8% | -9.9% | +60.7% | +51.1% |
| 5Y | -0.9% | +11.3% | -12.3% | -14.4% |
| 10Y | -41.7% | +128.1% | -169.7% | -60.1% |
| All | -41.7% | +124.3% | -166.0% | -60.1% |
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 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