+2,121.8%
CMCSA vs HSY
+4,406.3%
-2,284.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | -0.6% | -2.3% | +1.7% | +0.2% |
| 30D | +18.8% | +6.3% | +12.5% | +16.2% |
| 3M | -1.1% | -5.2% | +4.1% | +0.7% |
| 6M | +2.5% | -8.3% | +10.8% | +5.4% |
| YTD | -6.7% | -2.7% | -4.1% | -6.5% |
| 1Y | 0.0% | +0.1% | -0.2% | -0.9% |
| 3Y | -28.9% | -1.0% | -27.8% | -31.0% |
| 5Y | -41.1% | +10.6% | -51.8% | -45.9% |
| 10Y | +4.5% | +127.0% | -122.5% | -27.1% |
| All | +2,121.8% | +4,406.3% | -2,284.5% | +360.3% |
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