+193.3%
COP vs HSY
+10.6%
+182.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.5% | -3.0% | +2.5% | -0.2% |
| 30D | +11.7% | -5.0% | +16.8% | +12.2% |
| 3M | +17.7% | -1.3% | +19.0% | +17.7% |
| 6M | +18.3% | -21.5% | +39.8% | +21.2% |
| YTD | +49.1% | -3.3% | +52.3% | +48.7% |
| 1Y | +53.3% | -5.5% | +58.8% | +53.3% |
| 3Y | +22.2% | -9.9% | +32.1% | +22.5% |
| 5Y | +193.3% | +11.3% | +182.0% | +172.3% |
| All | +193.3% | +10.6% | +182.7% | +172.3% |
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 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