+4,451.0%
HSY vs CP
+7,734.8%
-3,283.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | -1.9% | +2.4% | -4.3% | -2.4% |
| 6M | -3.0% | +7.7% | -10.6% | -4.5% |
| YTD | 0.0% | +26.0% | -26.0% | -4.6% |
| 1Y | +9.4% | +34.6% | -25.2% | +2.9% |
| 3Y | +3.8% | +26.7% | -22.9% | -2.2% |
| 5Y | +15.2% | +24.9% | -9.7% | +7.9% |
| 10Y | +126.9% | +258.6% | -131.8% | +72.1% |
| All | +4,451.0% | +7,734.8% | -3,283.8% | +1,787.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling