+106.3%
CNH vs HSY
+121.1%
-14.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.5% |
| 7D | +4.5% | +3.8% | +0.7% | +3.0% |
| 30D | +7.6% | +6.9% | +0.7% | +5.0% |
| 3M | +17.0% | -4.1% | +21.1% | +18.1% |
| 6M | +12.9% | -5.0% | +17.9% | +13.9% |
| YTD | +34.3% | -2.3% | +36.5% | +33.5% |
| 1Y | +28.5% | +6.1% | +22.4% | +24.0% |
| 3Y | +31.9% | -0.7% | +32.5% | +26.7% |
| 5Y | -9.6% | +9.9% | -19.5% | -19.6% |
| 10Y | +106.3% | +127.8% | -21.5% | +44.7% |
| All | +106.3% | +121.1% | -14.8% | +44.7% |
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