+4,325.0%
HSY vs CHD
+10,220.8%
-5,895.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.3% | -2.7% | -0.6% | -2.6% |
| 30D | -2.8% | -4.6% | +1.8% | -1.7% |
| 3M | -4.5% | +5.0% | -9.5% | -5.6% |
| 6M | -24.2% | -3.2% | -21.0% | -23.6% |
| YTD | -2.7% | +18.6% | -21.4% | -6.8% |
| 1Y | -3.7% | +4.8% | -8.6% | -5.1% |
| 3Y | -11.5% | +6.1% | -17.6% | -13.3% |
| 5Y | +10.3% | +24.0% | -13.6% | +3.8% |
| 10Y | +122.1% | +124.5% | -2.3% | +82.5% |
| All | +4,325.0% | +10,220.8% | -5,895.8% | +1,790.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling