+318.0%
CORZ vs HSY
-1.6%
+319.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -2.2% |
| 7D | +26.4% | -2.3% | +28.7% | +24.8% |
| 30D | -6.8% | +6.3% | -13.1% | -2.8% |
| 3M | -31.1% | -5.2% | -25.9% | -31.9% |
| 6M | -36.9% | -8.3% | -28.6% | -37.6% |
| YTD | -1.2% | -2.7% | +1.4% | +1.6% |
| 1Y | -12.5% | +0.1% | -12.7% | -8.7% |
| All | +318.0% | -1.6% | +319.6% | +375.2% |
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