+1,218.6%
HSY vs CNI
+6,494.7%
-5,276.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.0% | +0.9% | -3.8% | -3.2% |
| 30D | -5.0% | -2.1% | -2.9% | -4.6% |
| 3M | -1.3% | +1.8% | -3.1% | -1.8% |
| 6M | -21.5% | +14.8% | -36.3% | -24.2% |
| YTD | -3.3% | +25.4% | -28.7% | -8.7% |
| 1Y | -5.5% | +32.9% | -38.4% | -12.1% |
| 3Y | -9.9% | +20.2% | -30.1% | -15.0% |
| 5Y | +11.3% | +12.2% | -0.8% | +5.6% |
| 10Y | +128.1% | +136.0% | -7.9% | +78.5% |
| All | +1,218.6% | +6,494.7% | -5,276.1% | +426.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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