+3.8%
HSY vs CP
+26.5%
-22.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +7.5% | +2.8% | +4.8% | +7.0% |
| 30D | +11.1% | +10.2% | +0.9% | +9.4% |
| 3M | -1.9% | +2.4% | -4.3% | -2.4% |
| 6M | -3.0% | +7.7% | -10.6% | -4.1% |
| YTD | 0.0% | +26.0% | -26.0% | -3.4% |
| 1Y | +9.4% | +34.6% | -25.2% | +4.6% |
| 3Y | +3.8% | +26.7% | -22.9% | -2.0% |
| All | +3.8% | +26.5% | -22.7% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling