+1,323.2%
CRS vs HSY
+128.6%
+1,194.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -16.1% | -5.2% | -10.9% | -14.9% |
| 3M | -21.2% | -3.4% | -17.8% | -20.9% |
| 6M | +8.7% | -19.2% | +27.9% | +15.5% |
| YTD | +41.0% | -2.6% | +43.6% | +40.0% |
| 1Y | +82.7% | -3.8% | +86.4% | +81.7% |
| 3Y | +604.8% | -10.6% | +615.4% | +605.4% |
| 5Y | +1,384.7% | +12.3% | +1,372.4% | +1,179.8% |
| All | +1,323.2% | +128.6% | +1,194.6% | +924.3% |
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