+196.4%
CFG vs HSY
-10.5%
+206.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | +1.5% | -3.3% | +4.8% | +1.7% |
| 30D | -3.8% | -2.8% | -1.0% | -3.7% |
| 3M | +11.5% | -4.5% | +16.0% | +11.6% |
| 6M | +19.2% | -24.2% | +43.4% | +20.9% |
| YTD | +23.7% | -2.7% | +26.4% | +23.4% |
| 1Y | +38.8% | -3.7% | +42.6% | +38.5% |
| All | +196.4% | -10.5% | +206.9% | +187.8% |
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