+807.8%
CCL vs HSY
+4,402.6%
-3,594.9%
-90.4%
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% | +0.5% |
| 7D | -5.0% | -3.3% | -1.8% | -3.9% |
| 30D | -20.3% | -2.8% | -17.5% | -19.6% |
| 3M | -15.1% | -4.5% | -10.7% | -14.0% |
| 6M | -15.1% | -24.2% | +9.1% | -7.0% |
| YTD | -21.8% | -2.7% | -19.0% | -21.9% |
| 1Y | -24.8% | -3.7% | -21.0% | -24.8% |
| 3Y | +51.9% | -11.5% | +63.3% | +51.6% |
| 5Y | +4.0% | +10.3% | -6.3% | -6.5% |
| 10Y | -42.2% | +122.1% | -164.3% | -60.2% |
| All | +807.8% | +4,402.6% | -3,594.9% | +110.6% |
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