+160.7%
CNH vs HSY
+124.3%
+36.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +1.8% | -3.0% | +4.8% | +2.8% |
| 30D | +32.6% | -5.0% | +37.7% | +34.8% |
| 3M | +29.4% | -1.3% | +30.7% | +29.4% |
| 6M | +26.0% | -21.5% | +47.5% | +36.1% |
| YTD | +52.2% | -3.3% | +55.5% | +52.4% |
| 1Y | +23.9% | -5.5% | +29.4% | +24.6% |
| 3Y | +10.1% | -9.9% | +20.1% | +10.7% |
| 5Y | +13.2% | +11.3% | +1.8% | +0.2% |
| 10Y | +160.7% | +128.1% | +32.6% | +80.1% |
| All | +160.7% | +124.3% | +36.4% | +80.1% |
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