-14.8%
CTSH vs HSY
+13.1%
-28.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.9% |
| 7D | -5.5% | -1.6% | -3.9% | -5.2% |
| 30D | +4.5% | -4.2% | +8.7% | +5.5% |
| 3M | +13.7% | -0.7% | +14.5% | +14.1% |
| 6M | -8.4% | -21.8% | +13.4% | -4.2% |
| YTD | -26.5% | -2.7% | -23.8% | -26.6% |
| 1Y | -13.9% | -4.8% | -9.1% | -13.7% |
| 3Y | -11.3% | -9.4% | -2.0% | -10.5% |
| 5Y | -14.8% | +11.3% | -26.1% | -20.2% |
| All | -14.8% | +13.1% | -28.0% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling