+139.9%
CNP vs HSY
+124.3%
+15.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | +0.7% | -3.0% | +3.6% | +2.1% |
| 30D | -0.1% | -5.0% | +5.0% | +2.3% |
| 3M | -5.6% | -1.3% | -4.3% | -5.5% |
| 6M | -7.5% | -21.5% | +14.0% | +2.9% |
| YTD | +5.5% | -3.3% | +8.8% | +5.1% |
| 1Y | +8.3% | -5.5% | +13.8% | +8.6% |
| 3Y | +51.8% | -9.9% | +61.7% | +51.5% |
| 5Y | +69.9% | +11.3% | +58.5% | +44.0% |
| 10Y | +139.9% | +128.1% | +11.9% | +49.1% |
| All | +139.9% | +124.3% | +15.6% | +49.1% |
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