+1,876.2%
CLS vs HSY
+11.4%
+1,864.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.6% | +10.4% | +6.9% |
| 7D | -10.6% | +1.3% | -11.9% | -9.8% |
| 30D | -38.4% | +6.6% | -45.0% | -36.6% |
| 3M | -29.9% | -4.1% | -25.7% | -29.8% |
| 6M | -40.6% | -5.2% | -35.4% | -40.3% |
| YTD | -24.6% | -2.5% | -22.0% | -22.9% |
| 1Y | -30.8% | +4.7% | -35.5% | -27.8% |
| 3Y | +811.7% | +0.6% | +811.2% | +861.3% |
| All | +1,876.2% | +11.4% | +1,864.9% | +1,647.6% |
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