+630.6%
CLF vs HSY
+4,530.8%
-3,900.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -19.6% | +7.5% | -27.1% | -22.1% |
| 30D | -5.0% | +11.1% | -16.0% | -9.7% |
| 3M | -6.3% | -1.9% | -4.4% | -6.7% |
| 6M | +2.8% | -3.0% | +5.8% | +2.2% |
| YTD | -13.7% | 0.0% | -13.7% | -15.6% |
| 1Y | +13.6% | +9.4% | +4.1% | +7.0% |
| 3Y | -34.0% | +3.8% | -37.7% | -38.7% |
| 5Y | -48.7% | +15.2% | -63.9% | -55.0% |
| 10Y | +113.4% | +126.9% | -13.4% | +38.8% |
| All | +630.6% | +4,530.8% | -3,900.3% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling