-29.4%
CCL vs HSY
+131.3%
-160.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -1.5% | +1.1% | -2.7% | -1.9% |
| 30D | +16.5% | +7.7% | +8.8% | +13.8% |
| 3M | +11.2% | -2.3% | +13.5% | +11.7% |
| 6M | +22.6% | -5.3% | +27.9% | +23.9% |
| YTD | +2.6% | -0.9% | +3.5% | +1.8% |
| 1Y | +17.0% | +5.2% | +11.7% | +13.9% |
| 3Y | +145.5% | +0.7% | +144.8% | +134.5% |
| 5Y | +36.1% | +12.2% | +23.9% | +17.7% |
| 10Y | -29.4% | +131.1% | -160.5% | -53.5% |
| All | -29.4% | +131.3% | -160.7% | -53.5% |
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 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