+377.3%
CSCO vs HSY
+124.3%
+253.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | 0.0% | -3.0% | +2.9% | +0.7% |
| 30D | -10.7% | -5.0% | -5.7% | -9.6% |
| 3M | -8.7% | -1.3% | -7.4% | -8.8% |
| 6M | +44.9% | -21.5% | +66.4% | +53.9% |
| YTD | +44.1% | -3.3% | +47.4% | +43.8% |
| 1Y | +65.9% | -5.5% | +71.4% | +66.1% |
| 3Y | +109.0% | -9.9% | +118.9% | +109.3% |
| 5Y | +114.8% | +11.3% | +103.4% | +94.7% |
| 10Y | +377.3% | +128.1% | +249.3% | +243.4% |
| All | +377.3% | +124.3% | +253.0% | +243.4% |
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