+62.8%
CVE vs HSY
+591.6%
-528.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | -14.1% | +10.7% | -24.8% | -16.8% |
| 30D | -11.6% | +10.3% | -22.0% | -14.5% |
| 3M | 0.0% | -0.4% | +0.5% | -0.3% |
| 6M | -8.4% | -2.5% | -5.8% | -8.7% |
| YTD | +65.9% | -0.3% | +66.2% | +62.8% |
| 1Y | +69.4% | +7.6% | +61.8% | +61.8% |
| 3Y | +55.9% | +3.2% | +52.7% | +46.6% |
| 5Y | +146.2% | +14.7% | +131.4% | +115.9% |
| 10Y | +140.6% | +126.0% | +14.6% | +62.3% |
| All | +62.8% | +591.6% | -528.8% | -41.4% |
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