-5.0%
CMG vs HSY
+12.8%
-17.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.1% |
| 7D | -3.8% | -0.4% | -3.4% | -3.8% |
| 30D | +12.9% | -3.4% | +16.4% | +13.4% |
| 3M | +18.8% | -0.5% | +19.3% | +18.6% |
| 6M | +4.1% | -19.1% | +23.2% | +6.5% |
| YTD | -2.4% | -2.1% | -0.3% | -2.5% |
| 1Y | -6.7% | -3.2% | -3.4% | -6.9% |
| 3Y | -7.1% | -8.8% | +1.7% | -6.3% |
| 5Y | -5.0% | +13.0% | -17.9% | -7.1% |
| All | -5.0% | +12.8% | -17.8% | -7.1% |
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 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