+220,352.3%
CSCO vs HSY
+5,159.2%
+215,193.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -0.7% | -3.3% | +2.6% | +0.2% |
| 30D | -10.1% | -2.8% | -7.3% | -9.5% |
| 3M | -15.7% | -4.5% | -11.2% | -15.1% |
| 6M | +36.3% | -24.2% | +60.5% | +45.6% |
| YTD | +43.8% | -2.7% | +46.6% | +43.4% |
| 1Y | +63.9% | -3.7% | +67.7% | +63.4% |
| 3Y | +104.4% | -11.5% | +115.8% | +104.7% |
| 5Y | +111.4% | +10.3% | +101.0% | +97.8% |
| 10Y | +361.7% | +122.1% | +239.5% | +252.6% |
| All | +220,352.3% | +5,159.2% | +215,193.0% | +52,589.4% |
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 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