+4,492.0%
COP vs HSY
+4,402.6%
+89.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +3.0% | -3.3% | +6.3% | +3.9% |
| 30D | +17.5% | -2.8% | +20.3% | +18.3% |
| 3M | +13.4% | -4.5% | +17.8% | +14.3% |
| 6M | +17.7% | -24.2% | +42.0% | +26.0% |
| YTD | +46.6% | -2.7% | +49.3% | +46.1% |
| 1Y | +44.6% | -3.7% | +48.3% | +44.1% |
| 3Y | +20.7% | -11.5% | +32.2% | +20.9% |
| 5Y | +185.0% | +10.3% | +174.7% | +164.9% |
| 10Y | +347.0% | +122.1% | +224.9% | +244.2% |
| All | +4,492.0% | +4,402.6% | +89.3% | +1,905.1% |
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