+167.8%
HSY vs CDW
+983.6%
-815.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -3.4% |
| 7D | +1.3% | +9.3% | -8.0% | -0.3% |
| 30D | +6.6% | +15.8% | -9.2% | +3.8% |
| 3M | -4.1% | +21.8% | -25.9% | -7.8% |
| 6M | -5.2% | +58.8% | -64.0% | -13.5% |
| YTD | -2.5% | +22.8% | -25.3% | -7.8% |
| 1Y | +4.7% | +17.9% | -13.2% | -0.2% |
| 3Y | +0.6% | -17.4% | +18.0% | +0.6% |
| 5Y | +11.7% | -5.7% | +17.4% | +6.8% |
| 10Y | +120.0% | +319.5% | -199.5% | +54.5% |
| All | +167.8% | +983.6% | -815.8% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling