+126.5%
HSY vs CBOE
+368.5%
-242.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | 0.0% |
| 7D | +0.1% | -5.8% | +5.9% | +1.6% |
| 30D | -5.2% | -3.1% | -2.0% | -4.6% |
| 3M | -3.4% | -4.8% | +1.4% | -2.8% |
| 6M | -19.2% | -0.6% | -18.6% | -20.2% |
| YTD | -2.6% | +12.8% | -15.4% | -7.3% |
| 1Y | -3.8% | +19.8% | -23.5% | -10.2% |
| 3Y | -10.6% | +86.9% | -97.6% | -28.1% |
| 5Y | +12.3% | +136.5% | -124.2% | -17.4% |
| All | +126.5% | +368.5% | -242.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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