+204,102.2%
CSCO vs HSY
+5,258.9%
+198,843.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.2% | +2.3% |
| 7D | -2.8% | +1.1% | -3.9% | -3.1% |
| 30D | -12.6% | +7.7% | -20.3% | -14.6% |
| 3M | -16.0% | -2.3% | -13.7% | -16.0% |
| 6M | +2.8% | -5.3% | +8.2% | +3.2% |
| YTD | +33.2% | -0.9% | +34.1% | +31.6% |
| 1Y | +43.1% | +5.2% | +37.9% | +39.0% |
| 3Y | +106.7% | +0.7% | +105.9% | +98.9% |
| 5Y | +103.6% | +12.2% | +91.4% | +88.9% |
| 10Y | +330.5% | +131.1% | +199.4% | +224.2% |
| All | +204,102.2% | +5,258.9% | +198,843.4% | +48,253.3% |
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 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