+362.4%
CFG vs HSY
+150.3%
+212.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +1.5% | -3.3% | +4.8% | +2.6% |
| 30D | -3.8% | -2.8% | -1.0% | -3.1% |
| 3M | +11.5% | -4.5% | +16.0% | +12.7% |
| 6M | +19.2% | -24.2% | +43.4% | +29.6% |
| YTD | +23.7% | -2.7% | +26.4% | +22.9% |
| 1Y | +38.8% | -3.7% | +42.6% | +38.0% |
| 3Y | +178.9% | -11.5% | +190.4% | +179.9% |
| 5Y | +101.8% | +10.3% | +91.4% | +79.1% |
| 10Y | +317.3% | +122.1% | +195.1% | +206.8% |
| All | +362.4% | +150.3% | +212.1% | +214.0% |
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 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