+475.2%
COR vs HSY
+127.3%
+347.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.5% |
| 7D | +2.9% | -2.3% | +5.2% | +3.6% |
| 30D | +5.8% | +6.3% | -0.4% | +3.4% |
| 3M | +11.4% | -5.2% | +16.6% | +13.1% |
| 6M | +34.5% | -8.3% | +42.8% | +37.6% |
| YTD | +4.1% | -2.7% | +6.7% | +3.9% |
| 1Y | -3.1% | +0.1% | -3.3% | -4.2% |
| 3Y | +80.9% | -1.0% | +81.9% | +74.2% |
| 5Y | +195.1% | +10.6% | +184.5% | +166.1% |
| All | +475.2% | +127.3% | +347.9% | +295.0% |
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