+568.0%
CF vs HSY
+125.6%
+442.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -3.2% | +7.5% | -10.7% | -5.3% |
| 30D | +4.3% | +11.1% | -6.7% | +1.1% |
| 3M | +2.8% | -1.9% | +4.7% | +3.1% |
| 6M | +0.6% | -3.0% | +3.6% | +0.8% |
| YTD | +56.6% | 0.0% | +56.6% | +53.3% |
| 1Y | +49.6% | +9.4% | +40.2% | +41.8% |
| 3Y | +61.5% | +3.8% | +57.7% | +51.6% |
| 5Y | +124.0% | +15.2% | +108.8% | +95.3% |
| All | +568.0% | +125.6% | +442.4% | +402.0% |
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