+473.2%
HSY vs CAPR
-99.1%
+572.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.4% |
| 7D | +7.5% | +41.1% | -33.5% | +7.5% |
| 30D | +11.1% | +11.1% | 0.0% | +11.1% |
| 3M | -1.9% | +115.3% | -117.2% | -2.0% |
| 6M | -3.0% | -73.8% | +70.8% | -3.0% |
| YTD | 0.0% | -68.8% | +68.9% | 0.0% |
| 1Y | +9.4% | +43.3% | -33.9% | +8.9% |
| 3Y | +3.8% | +214.7% | -210.9% | +2.5% |
| 5Y | +15.2% | +141.3% | -126.1% | +13.7% |
| 10Y | +126.9% | -67.0% | +193.9% | +121.3% |
| All | +473.2% | -99.1% | +572.3% | +454.0% |
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