-0.7%
HSY vs CRL
+102.9%
-103.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | +3.8% | -1.7% | +5.6% | +3.9% |
| 30D | +6.9% | +14.6% | -7.7% | +6.0% |
| 3M | -4.1% | +24.8% | -28.9% | -5.3% |
| 6M | -5.0% | +94.7% | -99.7% | -8.6% |
| YTD | -2.3% | +73.4% | -75.6% | -5.6% |
| 1Y | +6.1% | +104.7% | -98.6% | +1.0% |
| 3Y | -0.7% | +101.1% | -101.7% | -7.1% |
| All | -0.7% | +102.9% | -103.6% | -7.1% |
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