+407.4%
COR vs HSY
+124.3%
+283.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.9% | -3.0% | -0.9% | -3.0% |
| 30D | -0.3% | -5.0% | +4.7% | +1.2% |
| 3M | +15.9% | -1.3% | +17.2% | +16.1% |
| 6M | -10.3% | -21.5% | +11.2% | -3.6% |
| YTD | -3.7% | -3.3% | -0.4% | -3.4% |
| 1Y | +9.1% | -5.5% | +14.6% | +10.0% |
| 3Y | +86.6% | -9.9% | +96.5% | +88.0% |
| 5Y | +180.9% | +11.3% | +169.6% | +156.2% |
| 10Y | +407.4% | +128.1% | +279.4% | +358.2% |
| All | +407.4% | +124.3% | +283.1% | +358.2% |
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