+7,384.4%
CME vs HSY
+867.1%
+6,517.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | +0.8% |
| 7D | -0.6% | +1.3% | -1.9% | -1.3% |
| 30D | +8.5% | +6.6% | +1.9% | +5.1% |
| 3M | +16.0% | -4.1% | +20.2% | +18.0% |
| 6M | +9.3% | -5.2% | +14.6% | +11.4% |
| YTD | +15.3% | -2.5% | +17.9% | +14.7% |
| 1Y | +14.4% | +4.7% | +9.7% | +9.5% |
| 3Y | +59.9% | +0.6% | +59.4% | +49.2% |
| 5Y | +69.4% | +11.7% | +57.8% | +45.5% |
| 10Y | +299.5% | +120.0% | +179.5% | +133.6% |
| All | +7,384.4% | +867.1% | +6,517.3% | +1,417.3% |
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