+126.8%
COP vs HSY
+11.5%
+115.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.6% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | +0.2% | +7.7% | -7.5% | -0.5% |
| 3M | +10.2% | -2.3% | +12.5% | +10.4% |
| 6M | +20.1% | -5.3% | +25.4% | +20.5% |
| YTD | +50.5% | -0.9% | +51.4% | +49.7% |
| 1Y | +56.8% | +5.2% | +51.6% | +54.7% |
| 3Y | +30.3% | +0.7% | +29.5% | +27.9% |
| 5Y | +126.8% | +12.2% | +114.6% | +82.5% |
| All | +126.8% | +11.5% | +115.4% | +82.5% |
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