+116.3%
CLF vs HSY
+122.8%
-6.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +6.5% | -1.6% | +8.1% | +7.1% |
| 30D | +0.2% | -4.2% | +4.5% | +1.6% |
| 3M | -3.1% | -0.7% | -2.4% | -3.5% |
| 6M | +25.0% | -21.8% | +46.8% | +35.8% |
| YTD | -7.5% | -2.7% | -4.8% | -7.6% |
| 1Y | +11.5% | -4.8% | +16.3% | +11.9% |
| 3Y | -13.7% | -9.4% | -4.3% | -13.8% |
| 5Y | -47.0% | +11.3% | -58.2% | -53.4% |
| 10Y | +116.3% | +125.0% | -8.7% | +46.6% |
| All | +116.3% | +122.8% | -6.5% | +46.6% |
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