+40.7%
CL vs HSY
-0.5%
+41.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +3.2% | -2.1% | +5.4% | +3.9% |
| 30D | +8.0% | +6.1% | +1.9% | +6.1% |
| 3M | +7.9% | -5.6% | +13.5% | +9.5% |
| 6M | +14.7% | -9.5% | +24.3% | +17.6% |
| YTD | +29.2% | -2.1% | +31.3% | +29.7% |
| 1Y | +29.5% | +0.8% | +28.8% | +29.2% |
| 3Y | +40.7% | -2.1% | +42.8% | +38.9% |
| All | +40.7% | -0.5% | +41.2% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling