+87.4%
COR vs HSY
-9.5%
+96.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -1.9% | -1.6% | -0.3% | -1.7% |
| 30D | +1.5% | -4.2% | +5.7% | +2.0% |
| 3M | +18.7% | -0.7% | +19.4% | +18.7% |
| 6M | -9.0% | -21.8% | +12.7% | -6.8% |
| YTD | -3.3% | -2.7% | -0.6% | -2.5% |
| 1Y | +9.8% | -4.8% | +14.7% | +10.9% |
| 3Y | +87.4% | -9.4% | +96.7% | +88.3% |
| All | +87.4% | -9.5% | +96.9% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling