+25.9%
CMS vs HSY
+10.4%
+15.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | +0.4% | -3.3% | +3.7% | +1.4% |
| 30D | -3.6% | -2.8% | -0.8% | -2.8% |
| 3M | -1.9% | -4.5% | +2.6% | -0.7% |
| 6M | -11.0% | -24.2% | +13.2% | -2.9% |
| YTD | +0.2% | -2.7% | +2.9% | -0.1% |
| 1Y | -1.3% | -3.7% | +2.4% | -1.6% |
| 3Y | +35.9% | -11.5% | +47.4% | +39.3% |
| All | +25.9% | +10.4% | +15.5% | +8.5% |
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 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