+10.6%
HSY vs CG
-16.6%
+27.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | +3.8% | +2.0% | +1.9% | +3.8% |
| 30D | +6.9% | +8.5% | -1.6% | +6.7% |
| 3M | -4.1% | -12.1% | +8.1% | -3.9% |
| 6M | -5.0% | -16.4% | +11.5% | -4.7% |
| YTD | -2.3% | -28.0% | +25.7% | -1.7% |
| 1Y | +6.1% | -18.9% | +25.0% | +6.3% |
| 3Y | -0.7% | +51.2% | -51.9% | -4.3% |
| All | +10.6% | -16.6% | +27.2% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling