+2,236.9%
CMCSA vs HSY
+4,402.6%
-2,165.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -2.1% | -3.3% | +1.2% | -0.9% |
| 30D | +7.0% | -2.8% | +9.9% | +8.1% |
| 3M | +15.1% | -4.5% | +19.6% | +16.8% |
| 6M | -15.4% | -24.2% | +8.9% | -7.1% |
| YTD | -1.9% | -2.7% | +0.8% | -1.6% |
| 1Y | -12.7% | -3.7% | -9.0% | -12.3% |
| 3Y | -31.0% | -11.5% | -19.5% | -30.3% |
| 5Y | -46.1% | +10.3% | -56.4% | -50.4% |
| 10Y | +10.8% | +122.1% | -111.3% | -22.2% |
| All | +2,236.9% | +4,402.6% | -2,165.8% | +384.4% |
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 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