-41.1%
CMCSA vs HSY
+9.9%
-51.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | +18.8% | +6.3% | +12.5% | +17.1% |
| 3M | -1.1% | -5.2% | +4.1% | -0.1% |
| 6M | +2.5% | -8.3% | +10.8% | +4.0% |
| YTD | -6.7% | -2.7% | -4.1% | -6.4% |
| 1Y | 0.0% | +0.1% | -0.2% | -0.2% |
| 3Y | -28.9% | -1.0% | -27.8% | -29.5% |
| 5Y | -41.1% | +10.6% | -51.8% | -45.4% |
| All | -41.1% | +9.9% | -51.0% | -45.4% |
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