+125.0%
HSY vs CP
+219.6%
-94.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.6% | +2.4% | -4.0% | -2.2% |
| 30D | -4.2% | -0.5% | -3.7% | -4.2% |
| 3M | -0.7% | +1.4% | -2.1% | -1.2% |
| 6M | -21.8% | +10.3% | -32.1% | -24.1% |
| YTD | -2.7% | +24.3% | -27.0% | -8.7% |
| 1Y | -4.8% | +20.4% | -25.3% | -10.0% |
| 3Y | -9.4% | +21.8% | -31.1% | -16.0% |
| 5Y | +11.3% | +31.5% | -20.2% | -1.2% |
| 10Y | +125.0% | +223.2% | -98.2% | +59.7% |
| All | +125.0% | +219.6% | -94.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling