+150.3%
CI vs HSY
+121.1%
+29.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.3% | +2.4% |
| 7D | +2.6% | +3.8% | -1.2% | +0.9% |
| 30D | +7.3% | +6.9% | +0.4% | +4.2% |
| 3M | +9.5% | -4.1% | +13.6% | +11.2% |
| 6M | +6.4% | -5.0% | +11.4% | +8.2% |
| YTD | +12.0% | -2.3% | +14.3% | +11.6% |
| 1Y | +20.1% | +6.1% | +14.0% | +15.2% |
| 3Y | +9.6% | -0.7% | +10.2% | +5.5% |
| 5Y | +52.7% | +9.9% | +42.8% | +36.6% |
| 10Y | +150.3% | +127.8% | +22.5% | +74.8% |
| All | +150.3% | +121.1% | +29.2% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling