+6,781.2%
CME vs HSY
+865.3%
+5,915.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -1.6% | -3.3% | +1.7% | 0.0% |
| 30D | +6.2% | -2.8% | +9.1% | +7.5% |
| 3M | +10.4% | -4.5% | +14.9% | +12.2% |
| 6M | -9.5% | -24.2% | +14.7% | +2.5% |
| YTD | +6.0% | -2.7% | +8.7% | +5.7% |
| 1Y | +9.3% | -3.7% | +13.0% | +8.9% |
| 3Y | +57.7% | -11.5% | +69.1% | +57.9% |
| 5Y | +77.7% | +10.3% | +67.3% | +53.7% |
| 10Y | +281.2% | +122.1% | +159.1% | +121.5% |
| All | +6,781.2% | +865.3% | +5,915.9% | +1,299.1% |
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