+123.2%
HSY vs CAPR
-63.2%
+186.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +7.0% | -1.8% |
| 7D | -2.3% | +19.1% | -21.4% | -2.3% |
| 30D | +6.3% | +48.8% | -42.6% | +6.3% |
| 3M | -5.2% | +144.4% | -149.6% | -5.2% |
| 6M | -8.3% | -67.5% | +59.2% | -8.3% |
| YTD | -2.7% | -64.5% | +61.9% | -2.7% |
| 1Y | +0.1% | +74.4% | -74.3% | -0.4% |
| 3Y | -1.0% | +265.7% | -266.8% | -2.9% |
| 5Y | +10.6% | +196.0% | -185.3% | +8.3% |
| All | +123.2% | -63.2% | +186.3% | +110.8% |
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