+127.8%
HSY vs CG
+321.9%
-194.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.5% |
| 7D | -0.4% | -9.8% | +9.4% | +0.6% |
| 30D | -3.4% | -10.3% | +6.9% | -2.5% |
| 3M | -0.5% | -1.7% | +1.2% | -0.5% |
| 6M | -19.1% | -9.8% | -9.3% | -18.6% |
| YTD | -2.1% | -25.6% | +23.5% | +0.2% |
| 1Y | -3.2% | -32.5% | +29.3% | -0.1% |
| 3Y | -8.8% | +45.6% | -54.4% | -16.2% |
| 5Y | +13.0% | +3.7% | +9.3% | +6.5% |
| All | +127.8% | +321.9% | -194.0% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling