+18,455.8%
COR vs HSY
+2,660.8%
+15,795.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | +7.6% | +7.7% | 0.0% | +5.4% |
| 3M | +5.0% | -2.3% | +7.3% | +5.4% |
| 6M | +35.3% | -5.3% | +40.6% | +36.6% |
| YTD | +4.2% | -0.9% | +5.1% | +3.8% |
| 1Y | -3.4% | +5.2% | -8.7% | -5.4% |
| 3Y | +81.1% | +0.7% | +80.4% | +76.0% |
| 5Y | +195.8% | +12.2% | +183.6% | +178.4% |
| 10Y | +493.6% | +131.1% | +362.5% | +363.7% |
| All | +18,455.8% | +2,660.8% | +15,795.0% | +9,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling