+141.0%
CI vs HSY
+124.3%
+16.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.1% |
| 7D | -1.1% | -3.0% | +1.8% | +0.1% |
| 30D | +0.5% | -5.0% | +5.5% | +2.6% |
| 3M | -5.2% | -1.3% | -3.9% | -5.0% |
| 6M | +4.3% | -21.5% | +25.8% | +15.0% |
| YTD | +2.8% | -3.3% | +6.1% | +3.1% |
| 1Y | -5.8% | -5.5% | -0.3% | -4.7% |
| 3Y | +4.7% | -9.9% | +14.7% | +6.2% |
| 5Y | +42.7% | +11.3% | +31.3% | +27.3% |
| 10Y | +141.0% | +128.1% | +12.9% | +79.6% |
| All | +141.0% | +124.3% | +16.7% | +79.6% |
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