+52.4%
CL vs HSY
+121.4%
-69.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -2.2% | -3.3% | +1.1% | -0.7% |
| 30D | -4.8% | -2.8% | -2.0% | -3.7% |
| 3M | +4.9% | -4.5% | +9.4% | +6.8% |
| 6M | -5.7% | -24.2% | +18.5% | +5.9% |
| YTD | +14.4% | -2.7% | +17.1% | +14.9% |
| 1Y | +8.7% | -3.7% | +12.5% | +9.2% |
| 3Y | +30.0% | -11.5% | +41.4% | +33.0% |
| 5Y | +28.4% | +10.3% | +18.0% | +15.8% |
| All | +52.4% | +121.4% | -69.0% | +0.1% |
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