+4,690.3%
COP vs HSY
+4,406.3%
+284.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.1% |
| 7D | +3.4% | -2.3% | +5.7% | +4.0% |
| 30D | -0.6% | +6.3% | -6.9% | -2.5% |
| 3M | +10.8% | -5.2% | +16.0% | +11.9% |
| 6M | +19.6% | -8.3% | +27.9% | +21.4% |
| YTD | +52.9% | -2.7% | +55.6% | +51.9% |
| 1Y | +62.2% | +0.1% | +62.1% | +59.7% |
| 3Y | +32.4% | -1.0% | +33.4% | +28.0% |
| 5Y | +129.7% | +10.6% | +119.1% | +112.9% |
| 10Y | +331.8% | +127.0% | +204.8% | +229.8% |
| All | +4,690.3% | +4,406.3% | +284.1% | +1,984.9% |
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