+124.4%
HSY vs CP
+257.3%
-132.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -2.1% | +2.1% | -4.3% | -2.7% |
| 30D | +6.1% | +9.3% | -3.2% | +3.6% |
| 3M | -5.6% | +0.5% | -6.1% | -5.8% |
| 6M | -9.5% | +10.4% | -20.0% | -12.1% |
| YTD | -2.1% | +28.7% | -30.8% | -9.1% |
| 1Y | +0.8% | +33.2% | -32.4% | -7.4% |
| 3Y | -2.1% | +38.4% | -40.6% | -12.7% |
| 5Y | +11.2% | +26.2% | -14.9% | +0.3% |
| All | +124.4% | +257.3% | -132.9% | +58.8% |
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