+325.0%
COP vs HSY
+131.3%
+193.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +0.2% | +7.7% | -7.5% | -2.4% |
| 3M | +10.2% | -2.3% | +12.5% | +10.6% |
| 6M | +20.1% | -5.3% | +25.4% | +21.1% |
| YTD | +50.5% | -0.9% | +51.4% | +48.1% |
| 1Y | +56.8% | +5.2% | +51.6% | +50.6% |
| 3Y | +30.3% | +0.7% | +29.5% | +23.1% |
| 5Y | +126.8% | +12.2% | +114.6% | +95.2% |
| 10Y | +325.0% | +131.1% | +193.9% | +234.3% |
| All | +325.0% | +131.3% | +193.7% | +234.3% |
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