+503.2%
CMI vs HSY
+128.6%
+374.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.4% | -5.2% | -7.2% | -11.4% |
| 3M | -14.8% | -3.4% | -11.4% | -14.6% |
| 6M | +0.8% | -19.2% | +20.0% | +5.6% |
| YTD | +10.2% | -2.6% | +12.8% | +8.9% |
| 1Y | +37.4% | -3.8% | +41.2% | +35.9% |
| 3Y | +153.3% | -10.6% | +163.9% | +152.6% |
| 5Y | +167.6% | +12.3% | +155.3% | +139.6% |
| All | +503.2% | +128.6% | +374.6% | +355.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling