+457.3%
HSY vs CAPR
-99.1%
+556.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -3.3% | -2.0% | -1.3% | -3.3% |
| 30D | -2.8% | +139.2% | -142.0% | -2.9% |
| 3M | -4.5% | -66.4% | +61.9% | -4.5% |
| 6M | -24.2% | -63.1% | +38.9% | -24.2% |
| YTD | -2.7% | -67.4% | +64.7% | -2.7% |
| 1Y | -3.7% | +58.2% | -62.0% | -4.2% |
| 3Y | -11.5% | +42.2% | -53.7% | -12.3% |
| 5Y | +10.3% | +87.3% | -76.9% | +9.0% |
| 10Y | +122.1% | -75.3% | +197.4% | +116.8% |
| All | +457.3% | -99.1% | +556.4% | +438.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling