+49.5%
CNH vs HSY
+155.5%
-106.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.6% | +13.5% | +11.7% |
| 7D | +8.6% | +1.3% | +7.2% | +8.0% |
| 30D | +12.6% | +6.6% | +6.0% | +10.1% |
| 3M | +17.5% | -4.1% | +21.6% | +18.5% |
| 6M | +18.1% | -5.2% | +23.3% | +19.1% |
| YTD | +40.4% | -2.5% | +42.9% | +39.9% |
| 1Y | +34.0% | +4.7% | +29.2% | +30.3% |
| 3Y | +35.3% | +0.6% | +34.7% | +30.1% |
| 5Y | -5.1% | +11.7% | -16.8% | -13.9% |
| 10Y | +124.0% | +120.0% | +4.0% | +67.5% |
| All | +49.5% | +155.5% | -106.0% | +4.5% |
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 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