+13.0%
HSY vs CHD
+19.7%
-6.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.8% |
| 7D | -0.4% | -4.7% | +4.3% | +1.6% |
| 30D | -3.4% | -8.3% | +4.9% | +0.1% |
| 3M | -0.5% | -4.0% | +3.5% | +1.2% |
| 6M | -19.1% | -6.5% | -12.6% | -17.0% |
| YTD | -2.1% | +13.1% | -15.2% | -6.8% |
| 1Y | -3.2% | +2.3% | -5.6% | -4.4% |
| 3Y | -8.8% | +1.8% | -10.6% | -10.3% |
| 5Y | +13.0% | +20.6% | -7.6% | +5.6% |
| All | +13.0% | +19.7% | -6.7% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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