+21.0%
CTSH vs HSY
+124.3%
-103.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.6% |
| 7D | -8.2% | -3.0% | -5.2% | -7.2% |
| 30D | +0.4% | -5.0% | +5.4% | +2.2% |
| 3M | +10.6% | -1.3% | +11.9% | +11.2% |
| 6M | -8.8% | -21.5% | +12.7% | -1.2% |
| YTD | -28.6% | -3.3% | -25.3% | -28.6% |
| 1Y | -15.9% | -5.5% | -10.4% | -15.4% |
| 3Y | -13.9% | -9.9% | -3.9% | -13.5% |
| 5Y | -17.1% | +11.3% | -28.4% | -26.3% |
| 10Y | +21.0% | +128.1% | -107.0% | -13.6% |
| All | +21.0% | +124.3% | -103.3% | -13.6% |
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