+5,760.6%
CRM vs HSY
+550.3%
+5,210.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +28.1% | -5.2% | +33.3% | +30.6% |
| 3M | +48.8% | -3.4% | +52.2% | +50.6% |
| 6M | +28.3% | -19.2% | +47.5% | +38.0% |
| YTD | -6.0% | -2.6% | -3.4% | -7.2% |
| 1Y | +1.4% | -3.8% | +5.2% | 0.0% |
| 3Y | +11.8% | -10.6% | +22.5% | +10.1% |
| 5Y | -2.0% | +12.3% | -14.3% | -15.6% |
| 10Y | +239.6% | +129.6% | +110.1% | +95.9% |
| All | +5,760.6% | +550.3% | +5,210.3% | +1,515.8% |
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 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