+116.9%
COF vs HSY
-8.8%
+125.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.7% |
| 7D | -6.1% | -0.4% | -5.7% | -6.1% |
| 30D | -5.2% | -3.4% | -1.7% | -5.2% |
| 3M | +17.0% | -0.5% | +17.5% | +17.0% |
| 6M | +12.9% | -19.1% | +32.1% | +12.2% |
| YTD | -13.5% | -2.1% | -11.5% | -13.6% |
| 1Y | -5.9% | -3.2% | -2.6% | -5.9% |
| All | +116.9% | -8.8% | +125.7% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling