+42.5%
CI vs HSY
+10.4%
+32.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +1.3% | -3.3% | +4.6% | +2.4% |
| 30D | +4.4% | -2.8% | +7.3% | +5.3% |
| 3M | +0.7% | -4.5% | +5.1% | +1.9% |
| 6M | +0.3% | -24.2% | +24.6% | +9.1% |
| YTD | +3.8% | -2.7% | +6.5% | +4.1% |
| 1Y | -5.5% | -3.7% | -1.8% | -5.0% |
| 3Y | +8.1% | -11.5% | +19.6% | +11.9% |
| All | +42.5% | +10.4% | +32.2% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling