+68.0%
CNH vs HSY
+155.1%
-87.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.4% |
| 7D | +23.3% | -3.3% | +26.6% | +24.5% |
| 30D | +33.5% | -2.8% | +36.3% | +34.5% |
| 3M | +32.7% | -4.5% | +37.2% | +34.1% |
| 6M | +22.2% | -24.2% | +46.4% | +32.6% |
| YTD | +57.7% | -2.7% | +60.4% | +57.7% |
| 1Y | +28.0% | -3.7% | +31.7% | +28.0% |
| 3Y | +11.5% | -11.5% | +23.0% | +12.8% |
| 5Y | +11.9% | +10.3% | +1.5% | +2.2% |
| 10Y | +162.8% | +122.1% | +40.7% | +96.6% |
| All | +68.0% | +155.1% | -87.1% | +17.9% |
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