+1,034.4%
CCL vs HSY
+4,431.8%
-3,397.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -1.2% | -2.1% | +1.0% | -0.5% |
| 30D | +13.1% | +6.1% | +7.0% | +10.6% |
| 3M | +3.4% | -5.6% | +9.0% | +5.1% |
| 6M | +18.7% | -9.5% | +28.3% | +22.1% |
| YTD | -2.3% | -2.1% | -0.2% | -2.8% |
| 1Y | +14.2% | +0.8% | +13.4% | +12.4% |
| 3Y | +133.6% | -2.1% | +135.7% | +124.0% |
| 5Y | +33.5% | +11.2% | +22.3% | +19.5% |
| 10Y | -32.8% | +128.3% | -161.0% | -54.2% |
| All | +1,034.4% | +4,431.8% | -3,397.4% | +161.9% |
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