+580.6%
CF vs HSY
+121.4%
+459.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | +6.0% | -3.3% | +9.3% | +7.0% |
| 30D | +14.8% | -2.8% | +17.7% | +15.7% |
| 3M | +14.1% | -4.5% | +18.5% | +15.1% |
| 6M | +28.5% | -24.2% | +52.7% | +38.8% |
| YTD | +74.9% | -2.7% | +77.7% | +73.1% |
| 1Y | +61.7% | -3.7% | +65.4% | +60.0% |
| 3Y | +80.3% | -11.5% | +91.8% | +81.4% |
| 5Y | +226.0% | +10.3% | +215.6% | +189.2% |
| All | +580.6% | +121.4% | +459.2% | +412.1% |
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 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