+262.1%
HSY vs CG
+351.2%
-89.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -3.3% | -4.3% | +1.0% | -2.9% |
| 30D | -2.8% | -5.1% | +2.3% | -2.4% |
| 3M | -4.5% | +8.7% | -13.2% | -5.4% |
| 6M | -24.2% | -9.2% | -15.0% | -23.7% |
| YTD | -2.7% | -18.9% | +16.1% | -1.2% |
| 1Y | -3.7% | -25.6% | +21.9% | -1.5% |
| 3Y | -11.5% | +57.3% | -68.7% | -18.8% |
| 5Y | +10.3% | +10.2% | +0.2% | +3.8% |
| 10Y | +122.1% | +364.2% | -242.1% | +68.9% |
| All | +262.1% | +351.2% | -89.1% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling