+459.7%
CMS vs HSY
+4,402.6%
-3,943.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| YTD | +0.2% | -2.7% | +2.9% | +0.2% |
| 1Y | -1.3% | -3.7% | +2.4% | -1.3% |
| 3Y | +35.9% | -11.5% | +47.4% | +37.6% |
| 5Y | +23.1% | +10.3% | +12.7% | +16.0% |
| 10Y | +117.9% | +122.1% | -4.2% | +66.6% |
| All | +459.7% | +4,402.6% | -3,943.0% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling