+2,277.8%
CLS vs HSY
+828.9%
+1,448.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.6% | +10.4% | +8.3% |
| 7D | -10.6% | +1.3% | -11.9% | -10.9% |
| 30D | -38.4% | +6.6% | -45.0% | -39.5% |
| 3M | -29.9% | -4.1% | -25.7% | -29.8% |
| 6M | -40.6% | -5.2% | -35.4% | -40.9% |
| YTD | -24.6% | -2.5% | -22.0% | -25.5% |
| 1Y | -30.8% | +4.7% | -35.5% | -32.7% |
| 3Y | +811.7% | +0.6% | +811.2% | +761.7% |
| 5Y | +1,838.4% | +11.7% | +1,826.7% | +1,657.9% |
| 10Y | +1,751.5% | +120.0% | +1,631.5% | +1,324.7% |
| All | +2,277.8% | +828.9% | +1,448.9% | +1,479.5% |
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