+65.2%
CSGP vs HSY
+125.6%
-60.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.0% | -4.8% |
| 7D | +1.3% | +7.5% | -6.3% | -1.1% |
| 30D | +10.7% | +11.1% | -0.4% | +7.4% |
| 3M | +3.3% | -1.9% | +5.2% | +4.0% |
| 6M | -10.3% | -3.0% | -7.4% | -9.6% |
| YTD | -54.6% | 0.0% | -54.6% | -55.0% |
| 1Y | -54.6% | +9.4% | -64.1% | -56.5% |
| 3Y | -60.3% | +3.8% | -64.1% | -62.1% |
| 5Y | -63.3% | +15.2% | -78.5% | -66.8% |
| All | +65.2% | +125.6% | -60.4% | +25.1% |
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