+167.3%
HSY vs CDW
+903.1%
-735.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -3.3% | +3.2% | -6.5% | -3.8% |
| 30D | -2.8% | +9.3% | -12.1% | -4.4% |
| 3M | -4.5% | +9.8% | -14.3% | -6.4% |
| 6M | -24.2% | +23.3% | -47.6% | -28.0% |
| YTD | -2.7% | +13.7% | -16.4% | -6.4% |
| 1Y | -3.7% | -6.5% | +2.7% | -4.1% |
| 3Y | -11.5% | -25.2% | +13.8% | -9.6% |
| 5Y | +10.3% | -19.5% | +29.8% | +9.2% |
| 10Y | +122.1% | +285.8% | -163.7% | +58.8% |
| All | +167.3% | +903.1% | -735.8% | +72.1% |
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