Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CLS vs HSY✓SelectedUSD · HSYCLS vs HSY performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs HSY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
HSY return
+124.3%
Excess return
+2,914.0%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioHSYExcessAlpha
1D+1.1%-0.6%+1.7%+1.2%
7D+20.1%-3.0%+23.1%+20.5%
30D+6.0%-5.0%+11.1%+6.6%
3M-10.3%-1.3%-9.0%-10.5%
6M+24.5%-21.5%+46.0%+28.7%
YTD+12.9%-3.3%+16.1%+12.4%
1Y+36.7%-5.5%+42.2%+36.3%
3Y+1,328.1%-9.9%+1,338.0%+1,319.3%
5Y+3,682.3%+11.3%+3,671.0%+3,158.3%
10Y+3,038.3%+128.1%+2,910.2%+2,236.2%
All+3,038.3%+124.3%+2,914.0%+2,236.2%

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 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