+34.1%
CTSH vs HSY
+128.6%
-94.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -2.6% | -2.1% | -0.5% | -1.9% |
| 30D | +0.9% | +6.1% | -5.2% | -1.2% |
| 3M | +6.9% | -5.6% | +12.5% | +9.2% |
| 6M | +38.8% | -9.5% | +48.4% | +43.8% |
| YTD | -22.7% | -2.1% | -20.6% | -23.0% |
| 1Y | -12.4% | +0.8% | -13.2% | -13.7% |
| 3Y | +1.3% | -2.1% | +3.4% | -1.9% |
| 5Y | -16.3% | +11.2% | -27.5% | -25.6% |
| All | +34.1% | +128.6% | -94.5% | -12.1% |
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