+45.7%
CNH vs HSY
+159.9%
-114.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +6.7% | +1.1% | +5.6% | +6.2% |
| 30D | +7.2% | +7.7% | -0.5% | +4.6% |
| 3M | +17.5% | -2.3% | +19.8% | +17.9% |
| 6M | +15.0% | -5.3% | +20.3% | +16.0% |
| YTD | +36.8% | -0.9% | +37.7% | +35.6% |
| 1Y | +27.6% | +5.2% | +22.4% | +24.0% |
| 3Y | +34.3% | +0.7% | +33.6% | +29.3% |
| 5Y | -12.2% | +12.2% | -24.4% | -20.4% |
| 10Y | +113.9% | +131.1% | -17.2% | +58.1% |
| All | +45.7% | +159.9% | -114.2% | +1.3% |
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