+5,294.5%
CF vs HSY
+382.0%
+4,912.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.5% | +5.5% |
| 7D | +0.4% | +10.7% | -10.3% | -3.4% |
| 30D | +2.2% | +10.3% | -8.1% | -1.7% |
| 3M | +2.1% | -0.4% | +2.5% | +1.9% |
| 6M | -6.5% | -2.5% | -4.0% | -6.6% |
| YTD | +55.6% | -0.3% | +55.9% | +52.2% |
| 1Y | +42.3% | +7.6% | +34.7% | +34.8% |
| 3Y | +55.7% | +3.2% | +52.5% | +45.0% |
| 5Y | +122.4% | +14.7% | +107.7% | +94.0% |
| 10Y | +568.5% | +126.0% | +442.5% | +321.2% |
| All | +5,294.5% | +382.0% | +4,912.5% | +1,756.1% |
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 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