+101.5%
CFG vs HSY
+13.1%
+88.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.7% | -1.6% | +4.2% | +2.9% |
| 30D | -3.7% | -4.2% | +0.5% | -3.3% |
| 3M | +9.5% | -0.7% | +10.2% | +9.4% |
| 6M | +22.2% | -21.8% | +44.0% | +25.6% |
| YTD | +22.3% | -2.7% | +25.0% | +21.8% |
| 1Y | +39.4% | -4.8% | +44.3% | +39.2% |
| 3Y | +188.5% | -9.4% | +197.9% | +189.1% |
| 5Y | +101.5% | +11.3% | +90.3% | +82.0% |
| All | +101.5% | +13.1% | +88.4% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling