+493.6%
COR vs HSY
+131.3%
+362.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +7.6% | +7.7% | 0.0% | +4.7% |
| 3M | +5.0% | -2.3% | +7.3% | +5.5% |
| 6M | +35.3% | -5.3% | +40.6% | +37.0% |
| YTD | +4.2% | -0.9% | +5.1% | +3.5% |
| 1Y | -3.4% | +5.2% | -8.7% | -6.2% |
| 3Y | +81.1% | +0.7% | +80.4% | +73.4% |
| 5Y | +195.8% | +12.2% | +183.6% | +165.5% |
| 10Y | +493.6% | +131.1% | +362.5% | +290.1% |
| All | +493.6% | +131.3% | +362.3% | +290.1% |
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 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