-51.4%
CLF vs HSY
+14.9%
-66.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -19.6% | +7.5% | -27.1% | -20.4% |
| 30D | -5.0% | +11.1% | -16.0% | -6.8% |
| 3M | -6.3% | -1.9% | -4.4% | -6.1% |
| 6M | +2.8% | -3.0% | +5.8% | +3.0% |
| YTD | -13.7% | 0.0% | -13.7% | -13.9% |
| 1Y | +13.6% | +9.4% | +4.1% | +11.4% |
| 3Y | -34.0% | +3.8% | -37.7% | -36.2% |
| All | -51.4% | +14.9% | -66.3% | -58.0% |
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