+415.5%
CNQ vs HSY
+128.6%
+286.9%
-78.1%
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% | -0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +6.2% | -5.2% | +11.4% | +7.7% |
| 3M | +12.4% | -3.4% | +15.8% | +13.0% |
| 6M | +9.0% | -19.2% | +28.2% | +15.3% |
| YTD | +52.2% | -2.6% | +54.8% | +51.2% |
| 1Y | +65.0% | -3.8% | +68.8% | +64.1% |
| 3Y | +78.8% | -10.6% | +89.5% | +79.1% |
| 5Y | +286.0% | +12.3% | +273.7% | +239.5% |
| All | +415.5% | +128.6% | +286.9% | +326.8% |
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