+4,100.0%
CMG vs HSY
+448.4%
+3,651.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | +12.7% | -4.2% | +16.9% | +14.4% |
| 3M | +26.3% | -0.7% | +27.0% | +26.1% |
| 6M | +4.5% | -21.8% | +26.3% | +13.4% |
| YTD | -0.1% | -2.7% | +2.6% | -0.5% |
| 1Y | -6.8% | -4.8% | -2.0% | -6.4% |
| 3Y | -5.0% | -9.4% | +4.4% | -5.6% |
| 5Y | -3.0% | +11.3% | -14.3% | -13.0% |
| 10Y | +323.6% | +125.0% | +198.5% | +168.9% |
| All | +4,100.0% | +448.4% | +3,651.6% | +1,284.7% |
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 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