+56.1%
CCL vs HSY
-10.5%
+66.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -5.0% | -3.3% | -1.8% | -5.0% |
| 30D | -20.3% | -2.8% | -17.5% | -20.3% |
| 3M | -15.1% | -4.5% | -10.7% | -15.1% |
| 6M | -15.1% | -24.2% | +9.1% | -15.4% |
| YTD | -21.8% | -2.7% | -19.0% | -21.1% |
| 1Y | -24.8% | -3.7% | -21.0% | -24.1% |
| All | +56.1% | -10.5% | +66.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling