+216.7%
CTVA vs HSY
+58.3%
+158.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +11.3% | -5.2% | +16.5% | +13.3% |
| 3M | +12.3% | -3.4% | +15.7% | +13.3% |
| 6M | +7.2% | -19.2% | +26.4% | +14.6% |
| YTD | +26.0% | -2.6% | +28.6% | +25.2% |
| 1Y | +16.0% | -3.8% | +19.8% | +15.3% |
| 3Y | +73.9% | -10.6% | +84.5% | +75.1% |
| 5Y | +103.8% | +12.3% | +91.5% | +76.5% |
| All | +216.7% | +58.3% | +158.4% | +151.7% |
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