+34.7%
CMS vs HSY
+14.9%
+19.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.3% | +7.5% | -8.8% | -3.6% |
| 30D | +6.3% | +11.1% | -4.7% | +2.7% |
| 3M | -2.1% | -1.9% | -0.1% | -1.6% |
| 6M | -5.1% | -3.0% | -2.1% | -4.6% |
| YTD | +1.3% | 0.0% | +1.2% | -0.1% |
| 1Y | -1.4% | +9.4% | -10.8% | -5.8% |
| 3Y | +36.9% | +3.8% | +33.2% | +29.8% |
| All | +34.7% | +14.9% | +19.8% | +11.4% |
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