+76.3%
CL vs HSY
+122.5%
-46.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.6% |
| 7D | +0.5% | +1.3% | -0.8% | -0.1% |
| 30D | +11.6% | +6.6% | +5.0% | +8.4% |
| 3M | +5.6% | -4.1% | +9.7% | +7.4% |
| 6M | +13.2% | -5.2% | +18.4% | +15.3% |
| YTD | +26.9% | -2.5% | +29.5% | +27.2% |
| 1Y | +27.3% | +4.7% | +22.6% | +23.5% |
| 3Y | +39.7% | +0.6% | +39.2% | +33.7% |
| 5Y | +41.3% | +11.7% | +29.6% | +26.5% |
| 10Y | +76.3% | +120.0% | -43.7% | +8.5% |
| All | +76.3% | +122.5% | -46.2% | +8.5% |
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