+136.2%
CMS vs HSY
+127.3%
+8.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.2% |
| 7D | -1.3% | -2.3% | +1.1% | -0.3% |
| 30D | +5.3% | +6.3% | -1.0% | +2.3% |
| 3M | -0.3% | -5.2% | +4.9% | +1.7% |
| 6M | -4.0% | -8.3% | +4.2% | -1.1% |
| YTD | +2.1% | -2.7% | +4.8% | +1.5% |
| 1Y | -4.7% | +0.1% | -4.9% | -6.7% |
| 3Y | +36.8% | -1.0% | +37.9% | +30.5% |
| 5Y | +34.9% | +10.6% | +24.2% | +19.2% |
| All | +136.2% | +127.3% | +8.9% | +41.9% |
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 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