+120.0%
HSY vs CP
+261.0%
-141.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.1% |
| 7D | +1.3% | +2.8% | -1.5% | +0.5% |
| 30D | +6.6% | +11.3% | -4.7% | +3.6% |
| 3M | -4.1% | +2.9% | -7.0% | -4.9% |
| 6M | -5.2% | +9.8% | -15.0% | -7.8% |
| YTD | -2.5% | +28.5% | -31.1% | -9.4% |
| 1Y | +4.7% | +33.5% | -28.8% | -3.7% |
| 3Y | +0.6% | +31.9% | -31.4% | -8.9% |
| 5Y | +11.7% | +25.5% | -13.8% | +1.0% |
| 10Y | +120.0% | +257.6% | -137.6% | +57.9% |
| All | +120.0% | +261.0% | -141.0% | +57.9% |
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