+125.0%
HSY vs CAPR
-77.1%
+202.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.1% |
| 7D | -1.6% | -9.5% | +7.9% | -1.5% |
| 30D | -4.2% | +121.5% | -125.7% | -4.3% |
| 3M | -0.7% | -65.4% | +64.6% | -0.7% |
| 6M | -21.8% | -67.5% | +45.7% | -21.8% |
| YTD | -2.7% | -68.6% | +65.9% | -2.7% |
| 1Y | -4.8% | +42.7% | -47.5% | -5.4% |
| 3Y | -9.4% | +43.4% | -52.7% | -10.8% |
| 5Y | +11.3% | +86.0% | -74.8% | +9.0% |
| 10Y | +125.0% | -77.4% | +202.4% | +119.3% |
| All | +125.0% | -77.1% | +202.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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