+128.3%
HSY vs CLBK
+67.9%
+60.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.3% | +1.2% | -4.5% | -3.5% |
| 30D | -2.8% | +9.1% | -11.9% | -4.2% |
| 3M | -4.5% | +27.7% | -32.2% | -8.4% |
| 6M | -24.2% | +40.8% | -65.0% | -28.6% |
| YTD | -2.7% | +66.4% | -69.1% | -11.1% |
| 1Y | -3.7% | +72.4% | -76.1% | -12.8% |
| 3Y | -11.5% | +50.7% | -62.2% | -19.4% |
| 5Y | +10.3% | +42.9% | -32.6% | -3.1% |
| All | +128.3% | +67.9% | +60.4% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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