+125.0%
HSY vs CDW
+263.0%
-138.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.9% |
| 7D | -1.6% | -3.9% | +2.3% | -1.0% |
| 30D | -4.2% | +6.9% | -11.1% | -5.5% |
| 3M | -0.7% | +7.7% | -8.4% | -2.4% |
| 6M | -21.8% | +18.3% | -40.1% | -25.2% |
| YTD | -2.7% | +7.8% | -10.4% | -5.5% |
| 1Y | -4.8% | -12.2% | +7.4% | -4.2% |
| 3Y | -9.4% | -28.9% | +19.6% | -6.6% |
| 5Y | +11.3% | -22.8% | +34.0% | +10.6% |
| 10Y | +125.0% | +266.1% | -141.0% | +64.9% |
| All | +125.0% | +263.0% | -138.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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