+217.2%
CVX vs HSY
+130.0%
+87.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +9.1% | -3.4% | +12.6% | +10.4% |
| 3M | +13.1% | -0.5% | +13.6% | +12.7% |
| 6M | +16.3% | -19.1% | +35.4% | +25.0% |
| YTD | +43.5% | -2.1% | +45.6% | +42.2% |
| 1Y | +40.2% | -3.2% | +43.4% | +38.9% |
| 3Y | +44.2% | -8.8% | +53.1% | +43.4% |
| 5Y | +170.6% | +13.0% | +157.7% | +130.2% |
| All | +217.2% | +130.0% | +87.3% | +114.9% |
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