+4,850.5%
CL vs HSY
+4,402.6%
+447.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -2.2% | -3.3% | +1.1% | -1.0% |
| 30D | -4.8% | -2.8% | -2.0% | -3.9% |
| 3M | +4.9% | -4.5% | +9.4% | +6.5% |
| 6M | -5.7% | -24.2% | +18.5% | +3.8% |
| YTD | +14.4% | -2.7% | +17.1% | +14.9% |
| 1Y | +8.7% | -3.7% | +12.5% | +9.3% |
| 3Y | +30.0% | -11.5% | +41.4% | +32.2% |
| 5Y | +28.4% | +10.3% | +18.0% | +20.2% |
| 10Y | +50.1% | +122.1% | -72.0% | +9.1% |
| All | +4,850.5% | +4,402.6% | +447.8% | +1,041.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling