+406.8%
HSY vs CBOE
+1,020.3%
-613.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | -5.0% | +2.7% | -7.7% | -5.7% |
| 3M | -1.3% | +0.7% | -2.0% | -2.0% |
| 6M | -21.5% | -2.0% | -19.5% | -21.9% |
| YTD | -3.3% | +17.1% | -20.4% | -7.8% |
| 1Y | -5.5% | +26.5% | -32.0% | -11.6% |
| 3Y | -9.9% | +96.1% | -106.1% | -24.9% |
| 5Y | +11.3% | +149.3% | -138.0% | -13.2% |
| 10Y | +128.1% | +386.5% | -258.4% | +53.8% |
| All | +406.8% | +1,020.3% | -613.6% | +195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling