-1.4%
CLX vs HSY
+124.3%
-125.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.9% |
| 7D | -4.9% | -3.0% | -2.0% | -3.8% |
| 30D | -15.8% | -5.0% | -10.8% | -14.1% |
| 3M | -7.9% | -1.3% | -6.6% | -7.5% |
| 6M | -19.0% | -21.5% | +2.5% | -11.3% |
| YTD | -7.9% | -3.3% | -4.7% | -7.1% |
| 1Y | -25.4% | -5.5% | -19.9% | -24.3% |
| 3Y | -35.0% | -9.9% | -25.1% | -34.0% |
| 5Y | -36.8% | +11.3% | -48.1% | -41.4% |
| 10Y | -1.4% | +128.1% | -129.5% | -36.8% |
| All | -1.4% | +124.3% | -125.7% | -36.8% |
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