+37.4%
CMI vs HSY
-4.1%
+41.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.4% | -5.2% | -7.2% | -13.5% |
| 3M | -14.8% | -3.4% | -11.4% | -15.0% |
| 6M | +0.8% | -19.2% | +20.0% | -1.6% |
| YTD | +10.2% | -2.6% | +12.8% | +10.4% |
| 1Y | +37.4% | -3.8% | +41.2% | +38.9% |
| All | +37.4% | -4.1% | +41.5% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling