+300.3%
CME vs HSY
+127.3%
+173.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.6% |
| 7D | +2.7% | -2.3% | +5.0% | +3.6% |
| 30D | +13.5% | +6.3% | +7.2% | +10.6% |
| 3M | +20.9% | -5.2% | +26.1% | +23.2% |
| 6M | +11.5% | -8.3% | +19.8% | +14.8% |
| YTD | +19.5% | -2.7% | +22.1% | +19.0% |
| 1Y | +17.2% | +0.1% | +17.1% | +15.2% |
| 3Y | +65.1% | -1.0% | +66.2% | +56.9% |
| 5Y | +73.1% | +10.6% | +62.5% | +48.3% |
| All | +300.3% | +127.3% | +173.0% | +166.7% |
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