+237.0%
CFG vs HSY
+122.5%
+114.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.8% |
| 7D | +0.3% | +1.3% | -1.0% | -0.3% |
| 30D | +3.2% | +6.6% | -3.4% | +0.7% |
| 3M | -9.7% | -4.1% | -5.6% | -8.7% |
| 6M | +3.6% | -5.2% | +8.9% | +4.6% |
| YTD | +14.7% | -2.5% | +17.2% | +13.3% |
| 1Y | +29.6% | +4.7% | +24.8% | +24.3% |
| 3Y | +190.6% | +0.6% | +190.0% | +172.4% |
| 5Y | +67.1% | +11.7% | +55.4% | +41.8% |
| 10Y | +237.0% | +120.0% | +117.0% | +152.4% |
| All | +237.0% | +122.5% | +114.5% | +152.4% |
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