+8.7%
CNH vs HSY
+13.1%
-4.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.6% | -5.6% |
| 7D | +8.8% | -1.6% | +10.4% | +9.1% |
| 30D | +24.7% | -4.2% | +28.9% | +25.5% |
| 3M | +27.3% | -0.7% | +28.1% | +27.3% |
| 6M | +23.2% | -21.8% | +44.9% | +28.5% |
| YTD | +48.9% | -2.7% | +51.6% | +49.4% |
| 1Y | +19.4% | -4.8% | +24.2% | +20.0% |
| 3Y | +7.8% | -9.4% | +17.1% | +8.4% |
| 5Y | +8.7% | +11.3% | -2.5% | +3.5% |
| All | +8.7% | +13.1% | -4.4% | +3.5% |
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