+80.1%
CLF vs HSY
+122.5%
-42.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.6% | +9.6% | +7.8% |
| 7D | -14.1% | +1.3% | -15.4% | -14.7% |
| 30D | -5.5% | +6.6% | -12.1% | -8.3% |
| 3M | 0.0% | -4.1% | +4.1% | +0.4% |
| 6M | +11.3% | -5.2% | +16.5% | +11.7% |
| YTD | -7.7% | -2.5% | -5.1% | -8.6% |
| 1Y | +17.5% | +4.7% | +12.8% | +13.3% |
| 3Y | -25.4% | +0.6% | -26.0% | -29.6% |
| 5Y | -46.0% | +11.7% | -57.7% | -52.7% |
| 10Y | +80.1% | +120.0% | -39.9% | +37.9% |
| All | +80.1% | +122.5% | -42.4% | +37.9% |
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 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