+492.2%
COR vs HSY
+128.6%
+363.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +7.8% | -2.1% | +10.0% | +8.6% |
| 30D | +7.0% | +6.1% | +0.9% | +4.6% |
| 3M | +16.3% | -5.6% | +21.9% | +18.2% |
| 6M | +41.3% | -9.5% | +50.8% | +45.3% |
| YTD | +7.1% | -2.1% | +9.2% | +6.8% |
| 1Y | -0.8% | +0.8% | -1.6% | -2.1% |
| 3Y | +85.0% | -2.1% | +87.1% | +79.3% |
| 5Y | +203.9% | +11.2% | +192.6% | +173.5% |
| All | +492.2% | +128.6% | +363.6% | +306.0% |
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