+458.4%
HSY vs CAPR
-99.0%
+557.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.4% | -12.0% | -2.6% |
| 7D | +1.3% | +36.0% | -34.7% | +1.3% |
| 30D | +6.6% | +25.8% | -19.2% | +6.6% |
| 3M | -4.1% | +140.8% | -144.9% | -4.2% |
| 6M | -5.2% | -67.6% | +62.3% | -5.2% |
| YTD | -2.5% | -65.9% | +63.3% | -2.6% |
| 1Y | +4.7% | +66.1% | -61.4% | +4.2% |
| 3Y | +0.6% | +256.9% | -256.3% | -0.7% |
| 5Y | +11.7% | +172.1% | -160.4% | +10.2% |
| 10Y | +120.0% | -64.7% | +184.7% | +114.6% |
| All | +458.4% | -99.0% | +557.4% | +439.6% |
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