+83.3%
CHRW vs HSY
-10.5%
+93.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -1.4% | -3.3% | +1.9% | -1.0% |
| 30D | -3.5% | -2.8% | -0.6% | -3.2% |
| 3M | -19.4% | -4.5% | -14.9% | -18.9% |
| 6M | -21.4% | -24.2% | +2.8% | -18.4% |
| YTD | -7.1% | -2.7% | -4.4% | -6.8% |
| 1Y | +17.8% | -3.7% | +21.6% | +18.4% |
| All | +83.3% | -10.5% | +93.7% | +85.8% |
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