+132.3%
CMS vs HSY
+122.5%
+9.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.7% |
| 7D | -0.9% | +1.3% | -2.2% | -1.5% |
| 30D | +7.1% | +6.6% | +0.5% | +3.9% |
| 3M | -1.3% | -4.1% | +2.8% | +0.2% |
| 6M | -2.7% | -5.2% | +2.6% | -1.1% |
| YTD | +2.6% | -2.5% | +5.2% | +1.9% |
| 1Y | -2.0% | +4.7% | -6.8% | -6.1% |
| 3Y | +39.6% | +0.6% | +39.1% | +32.1% |
| 5Y | +35.3% | +11.7% | +23.6% | +19.1% |
| 10Y | +132.3% | +120.0% | +12.4% | +45.8% |
| All | +132.3% | +122.5% | +9.8% | +45.8% |
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