+65.3%
CF vs HSY
+0.7%
+64.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | +10.4% | +1.1% | +9.2% | +10.3% |
| 30D | +7.6% | +7.7% | -0.1% | +7.4% |
| 3M | +5.2% | -2.3% | +7.4% | +5.1% |
| 6M | -0.1% | -5.3% | +5.2% | 0.0% |
| YTD | +61.7% | -0.9% | +62.6% | +59.9% |
| 1Y | +50.3% | +5.2% | +45.1% | +48.1% |
| All | +65.3% | +0.7% | +64.6% | +65.9% |
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 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