+124.4%
HSY vs CPB
-38.9%
+163.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.7% |
| 7D | -2.1% | -1.6% | -0.6% | -1.5% |
| 30D | +6.1% | +19.2% | -13.1% | -1.1% |
| 3M | -5.6% | -0.9% | -4.7% | -5.7% |
| 6M | -9.5% | +15.2% | -24.8% | -15.1% |
| YTD | -2.1% | -13.1% | +11.0% | +2.1% |
| 1Y | +0.8% | -22.4% | +23.2% | +9.9% |
| 3Y | -2.1% | -35.3% | +33.2% | +14.0% |
| 5Y | +11.2% | -33.0% | +44.2% | +27.9% |
| All | +124.4% | -38.9% | +163.3% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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