-6.3%
CI vs HSY
-3.3%
-2.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.0% | -1.6% | -0.5% | -1.5% |
| 30D | -1.8% | -4.2% | +2.4% | -0.4% |
| 3M | -4.2% | -0.7% | -3.5% | -4.1% |
| 6M | +2.7% | -21.8% | +24.5% | +11.9% |
| YTD | +1.9% | -2.7% | +4.6% | +1.4% |
| 1Y | -6.3% | -4.8% | -1.4% | -5.8% |
| All | -6.3% | -3.3% | -2.9% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling