+330.5%
CFG vs HSY
+155.0%
+175.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.4% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | +3.1% | +7.7% | -4.6% | +0.5% |
| 3M | -9.7% | -2.3% | -7.4% | -9.4% |
| 6M | +6.7% | -5.3% | +12.0% | +7.7% |
| YTD | +15.2% | -0.9% | +16.1% | +13.5% |
| 1Y | +28.8% | +5.2% | +23.6% | +24.1% |
| 3Y | +190.1% | +0.7% | +189.3% | +175.3% |
| 5Y | +63.4% | +12.2% | +51.2% | +44.1% |
| 10Y | +219.8% | +131.1% | +88.6% | +132.5% |
| All | +330.5% | +155.0% | +175.5% | +189.9% |
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