+125.0%
HSY vs CG
+332.1%
-207.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | -3.0% | -6.4% | +3.5% | -2.4% |
| 30D | -5.0% | -7.1% | +2.0% | -4.4% |
| 3M | -1.3% | -1.6% | +0.3% | -1.3% |
| 6M | -21.5% | -8.3% | -13.2% | -21.1% |
| YTD | -3.3% | -23.8% | +20.5% | -1.2% |
| 1Y | -5.5% | -28.7% | +23.2% | -3.0% |
| 3Y | -9.9% | +49.2% | -59.1% | -17.5% |
| 5Y | +11.3% | +5.5% | +5.8% | +4.9% |
| All | +125.0% | +332.1% | -207.0% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling