+4,353.6%
HSY vs CHD
+11,766.8%
-7,413.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.2% |
| 7D | -2.1% | +3.6% | -5.8% | -3.0% |
| 30D | +6.1% | +10.4% | -4.3% | +3.5% |
| 3M | -5.6% | +12.2% | -17.8% | -8.3% |
| 6M | -9.5% | +19.9% | -29.5% | -13.5% |
| YTD | -2.1% | +36.4% | -38.5% | -9.4% |
| 1Y | +0.8% | +35.1% | -34.4% | -6.6% |
| 3Y | -2.1% | +29.2% | -31.3% | -8.6% |
| 5Y | +11.2% | +33.4% | -22.2% | +2.6% |
| 10Y | +128.3% | +195.0% | -66.8% | +76.4% |
| All | +4,353.6% | +11,766.8% | -7,413.2% | +1,737.9% |
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