+242.0%
COF vs HSY
+128.6%
+113.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -6.0% | -5.2% | -0.8% | -4.5% |
| 3M | +14.8% | -3.4% | +18.2% | +15.7% |
| 6M | +15.3% | -19.2% | +34.5% | +22.6% |
| YTD | -13.0% | -2.6% | -10.4% | -13.9% |
| 1Y | -5.7% | -3.8% | -1.9% | -6.5% |
| 3Y | +118.1% | -10.6% | +128.8% | +117.6% |
| 5Y | +46.2% | +12.3% | +33.9% | +24.8% |
| All | +242.0% | +128.6% | +113.4% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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