+125.0%
HSY vs COO
+43.7%
+81.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.7% |
| 7D | -1.6% | -2.3% | +0.7% | -1.0% |
| 30D | -4.2% | -8.8% | +4.6% | -2.1% |
| 3M | -0.7% | +1.3% | -2.1% | -1.1% |
| 6M | -21.8% | -11.6% | -10.2% | -19.7% |
| YTD | -2.7% | -17.4% | +14.7% | +1.5% |
| 1Y | -4.8% | -1.6% | -3.2% | -5.3% |
| 3Y | -9.4% | -22.6% | +13.3% | -6.5% |
| 5Y | +11.3% | -40.3% | +51.6% | +22.8% |
| 10Y | +125.0% | +45.2% | +79.8% | +91.3% |
| All | +125.0% | +43.7% | +81.3% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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