+165.0%
CMI vs HSY
+12.0%
+153.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.4% | -5.2% | -7.2% | -12.2% |
| 3M | -14.8% | -3.4% | -11.4% | -14.7% |
| 6M | +0.8% | -19.2% | +20.0% | +2.8% |
| YTD | +10.2% | -2.6% | +12.8% | +9.4% |
| 1Y | +37.4% | -3.8% | +41.2% | +36.5% |
| 3Y | +153.3% | -10.6% | +163.9% | +155.0% |
| All | +165.0% | +12.0% | +153.0% | +139.6% |
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