+427.9%
HSY vs CPAY
+1,528.2%
-1,100.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | -1.6% | +0.6% | -2.1% | -1.6% |
| 30D | -4.2% | +3.6% | -7.8% | -4.8% |
| 3M | -0.7% | +16.6% | -17.4% | -3.1% |
| 6M | -21.8% | +29.5% | -51.3% | -25.1% |
| YTD | -2.7% | +35.3% | -37.9% | -7.7% |
| 1Y | -4.8% | +30.6% | -35.5% | -9.5% |
| 3Y | -9.4% | +49.7% | -59.1% | -17.1% |
| 5Y | +11.3% | +54.4% | -43.2% | -0.2% |
| 10Y | +125.0% | +142.8% | -17.8% | +83.7% |
| All | +427.9% | +1,528.2% | -1,100.3% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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