+606.1%
COST vs HSY
+128.6%
+477.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | -5.2% | +0.5% | -3.2% |
| 3M | -7.1% | -3.4% | -3.7% | -6.3% |
| 6M | -8.5% | -19.2% | +10.7% | -2.9% |
| YTD | +5.4% | -2.6% | +8.0% | +5.5% |
| 1Y | -5.6% | -3.8% | -1.9% | -5.5% |
| 3Y | +68.5% | -10.6% | +79.1% | +69.9% |
| 5Y | +105.2% | +12.3% | +92.9% | +88.1% |
| All | +606.1% | +128.6% | +477.5% | +425.2% |
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