+224.3%
CTVA vs HSY
+58.2%
+166.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | +12.0% | -4.2% | +16.3% | +13.6% |
| 3M | +13.5% | -0.7% | +14.2% | +13.3% |
| 6M | +12.1% | -21.8% | +33.9% | +21.3% |
| YTD | +29.0% | -2.7% | +31.7% | +28.2% |
| 1Y | +18.9% | -4.8% | +23.7% | +18.6% |
| 3Y | +78.9% | -9.4% | +88.2% | +78.8% |
| 5Y | +105.2% | +11.3% | +94.0% | +78.7% |
| All | +224.3% | +58.2% | +166.0% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling