+13.0%
HSY vs CBOE
+145.0%
-132.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | -3.4% | +2.0% | -5.4% | -3.9% |
| 3M | -0.5% | -4.2% | +3.7% | 0.0% |
| 6M | -19.1% | +1.2% | -20.3% | -19.7% |
| YTD | -2.1% | +15.4% | -17.4% | -5.1% |
| 1Y | -3.2% | +23.5% | -26.7% | -7.6% |
| 3Y | -8.8% | +93.2% | -102.0% | -21.2% |
| 5Y | +13.0% | +142.0% | -129.0% | -9.8% |
| All | +13.0% | +145.0% | -132.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling