+328.7%
CFG vs HSY
+150.7%
+177.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.6% | +5.5% | +3.8% |
| 7D | +0.3% | +1.3% | -1.0% | -0.2% |
| 30D | +3.2% | +6.6% | -3.4% | +0.9% |
| 3M | -9.7% | -4.1% | -5.6% | -8.8% |
| 6M | +3.6% | -5.2% | +8.9% | +4.5% |
| YTD | +14.7% | -2.5% | +17.2% | +13.6% |
| 1Y | +29.6% | +4.7% | +24.8% | +25.0% |
| 3Y | +190.6% | +0.6% | +190.0% | +175.3% |
| 5Y | +67.1% | +11.7% | +55.4% | +47.3% |
| 10Y | +237.0% | +120.0% | +117.0% | +147.6% |
| All | +328.7% | +150.7% | +177.9% | +190.2% |
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 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