+19,506.8%
CMI vs HSY
+4,405.8%
+15,101.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +1.9% | -1.6% | +3.4% | +2.4% |
| 30D | -12.5% | -4.2% | -8.3% | -11.4% |
| 3M | -16.2% | -0.7% | -15.5% | -16.7% |
| 6M | +4.9% | -21.8% | +26.6% | +12.2% |
| YTD | +11.1% | -2.7% | +13.8% | +9.9% |
| 1Y | +43.4% | -4.8% | +48.2% | +42.3% |
| 3Y | +154.1% | -9.4% | +163.4% | +150.5% |
| 5Y | +169.5% | +11.3% | +158.2% | +144.5% |
| 10Y | +503.8% | +125.0% | +378.8% | +318.6% |
| All | +19,506.8% | +4,405.8% | +15,101.0% | +5,960.1% |
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 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