-9.4%
HSY vs CRL
+37.9%
-47.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | -4.2% | +5.0% | -9.2% | -4.5% |
| 3M | -0.7% | +50.6% | -51.3% | -3.0% |
| 6M | -21.8% | +60.9% | -82.7% | -24.0% |
| YTD | -2.7% | +40.7% | -43.4% | -4.8% |
| 1Y | -4.8% | +73.3% | -78.1% | -8.8% |
| 3Y | -9.4% | +40.6% | -49.9% | -10.3% |
| All | -9.4% | +37.9% | -47.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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