-17.5%
CLF vs HSY
-11.4%
-6.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +7.6% | -3.3% | +10.9% | +8.0% |
| 30D | -1.2% | -2.8% | +1.6% | -1.0% |
| 3M | -13.4% | -4.5% | -8.9% | -13.0% |
| 6M | +15.4% | -24.2% | +39.6% | +19.5% |
| YTD | -5.9% | -2.7% | -3.1% | -5.2% |
| 1Y | +18.8% | -3.7% | +22.6% | +19.5% |
| All | -17.5% | -11.4% | -6.1% | -20.7% |
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 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