+142.0%
CNP vs HSY
+128.6%
+13.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +1.3% | -2.1% | +3.4% | +2.3% |
| 30D | +3.8% | +6.1% | -2.3% | +0.6% |
| 3M | +2.4% | -5.6% | +8.0% | +4.6% |
| 6M | -1.2% | -9.5% | +8.4% | +2.6% |
| YTD | +9.3% | -2.1% | +11.4% | +7.7% |
| 1Y | +6.4% | +0.8% | +5.7% | +3.2% |
| 3Y | +66.4% | -2.1% | +68.5% | +57.2% |
| 5Y | +75.7% | +11.2% | +64.4% | +48.4% |
| All | +142.0% | +128.6% | +13.4% | +41.3% |
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 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