+39.8%
CMS vs HSY
-0.5%
+40.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.7% | -2.1% | +3.9% | +2.3% |
| 30D | +6.2% | +6.1% | +0.1% | +4.5% |
| 3M | +0.6% | -5.6% | +6.3% | +1.9% |
| 6M | -1.8% | -9.5% | +7.8% | +0.3% |
| YTD | +3.8% | -2.1% | +5.9% | +3.4% |
| 1Y | -1.8% | +0.8% | -2.5% | -3.0% |
| 3Y | +39.8% | -2.1% | +42.0% | +37.5% |
| All | +39.8% | -0.5% | +40.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling