+77.2%
CME vs HSY
+13.1%
+64.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.9% | -1.6% | -1.3% | -2.6% |
| 30D | +5.5% | -4.2% | +9.8% | +6.3% |
| 3M | +11.0% | -0.7% | +11.7% | +10.9% |
| 6M | -9.7% | -21.8% | +12.1% | -6.2% |
| YTD | +4.9% | -2.7% | +7.5% | +5.1% |
| 1Y | +10.1% | -4.8% | +14.9% | +10.5% |
| 3Y | +53.5% | -9.4% | +62.9% | +55.5% |
| 5Y | +77.2% | +11.3% | +65.9% | +64.3% |
| All | +77.2% | +13.1% | +64.0% | +64.3% |
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 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