-9.5%
HSY vs CAI
+43.5%
-53.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.5% |
| 7D | -2.1% | -8.7% | +6.5% | -2.4% |
| 30D | +6.1% | -23.8% | +29.9% | +4.9% |
| 3M | -5.6% | +3.9% | -9.5% | -7.7% |
| 6M | -9.5% | +56.8% | -66.4% | -13.3% |
| All | -9.5% | +43.5% | -53.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 6mo: compounded portfolio wealth divided by compounded CAI 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…
6mo analysis · Full analysis span regression · 6 months rolling