+393.6%
COHR vs HSY
+12.0%
+381.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.0% |
| 7D | +8.3% | +0.1% | +8.2% | +8.4% |
| 30D | -14.1% | -5.2% | -9.0% | -15.1% |
| 3M | -16.0% | -3.4% | -12.6% | -15.9% |
| 6M | +21.5% | -19.2% | +40.7% | +18.8% |
| YTD | +65.4% | -2.6% | +68.1% | +67.3% |
| 1Y | +195.0% | -3.8% | +198.8% | +198.8% |
| 3Y | +830.2% | -10.6% | +840.8% | +854.7% |
| All | +393.6% | +12.0% | +381.6% | +388.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling