+101.3%
CSCO vs HSY
+0.7%
+100.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -4.7% | +3.8% | -8.5% | -4.7% |
| 30D | -17.1% | +6.9% | -24.0% | -17.1% |
| 3M | -19.6% | -4.1% | -15.5% | -19.4% |
| 6M | +2.4% | -5.0% | +7.4% | +2.5% |
| YTD | +29.8% | -2.3% | +32.1% | +30.3% |
| 1Y | +38.7% | +6.1% | +32.6% | +38.7% |
| 3Y | +101.3% | -0.7% | +102.0% | +101.3% |
| All | +101.3% | +0.7% | +100.7% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling