-41.8%
CLF vs HSY
+11.0%
-52.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +10.4% | -2.1% | +12.5% | +10.6% |
| 30D | +0.6% | +6.1% | -5.5% | -0.8% |
| 3M | +4.1% | -5.6% | +9.7% | +4.9% |
| 6M | +15.1% | -9.5% | +24.7% | +16.8% |
| YTD | -4.7% | -2.1% | -2.6% | -4.8% |
| 1Y | +20.4% | +0.8% | +19.6% | +19.6% |
| 3Y | -23.4% | -2.1% | -21.2% | -24.8% |
| All | -41.8% | +11.0% | -52.8% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling