+5,625.4%
COF vs HSY
+2,917.6%
+2,707.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -2.7% | -3.0% | +0.3% | -1.5% |
| 30D | -3.4% | -5.0% | +1.7% | -1.5% |
| 3M | +15.4% | -1.3% | +16.7% | +15.5% |
| 6M | +14.4% | -21.5% | +35.9% | +24.7% |
| YTD | -12.0% | -3.3% | -8.7% | -12.5% |
| 1Y | -3.7% | -5.5% | +1.7% | -3.9% |
| 3Y | +121.1% | -9.9% | +131.0% | +117.5% |
| 5Y | +47.8% | +11.3% | +36.5% | +30.3% |
| 10Y | +250.3% | +128.1% | +122.3% | +125.1% |
| All | +5,625.4% | +2,917.6% | +2,707.8% | +1,358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling