+306.8%
CFG vs HSY
+124.3%
+182.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.6% | -3.0% | +2.4% | +0.4% |
| 30D | -4.5% | -5.0% | +0.5% | -2.9% |
| 3M | +6.3% | -1.3% | +7.6% | +6.3% |
| 6M | +20.6% | -21.5% | +42.1% | +30.4% |
| YTD | +21.2% | -3.3% | +24.5% | +20.5% |
| 1Y | +38.2% | -5.5% | +43.7% | +38.1% |
| 3Y | +185.9% | -9.9% | +195.9% | +184.4% |
| 5Y | +97.0% | +11.3% | +85.6% | +68.5% |
| 10Y | +306.8% | +128.1% | +178.8% | +205.2% |
| All | +306.8% | +124.3% | +182.5% | +205.2% |
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