+1,211.5%
HSY vs CRL
+1,657.4%
-445.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +1.1% | +5.0% | -3.9% | +0.4% |
| 30D | +7.7% | +13.5% | -5.8% | +5.6% |
| 3M | -2.3% | +21.5% | -23.8% | -5.1% |
| 6M | -5.3% | +103.4% | -108.7% | -14.2% |
| YTD | -0.9% | +71.8% | -72.7% | -8.9% |
| 1Y | +5.2% | +97.5% | -92.3% | -5.2% |
| 3Y | +0.7% | +99.2% | -98.5% | -11.8% |
| 5Y | +12.2% | -12.1% | +24.3% | +8.1% |
| 10Y | +131.1% | +359.2% | -228.1% | +72.0% |
| All | +1,211.5% | +1,657.4% | -445.9% | +725.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling