+3.8%
HSY vs COO
-25.3%
+29.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | +7.5% | +4.7% | +2.8% | +6.8% |
| 30D | +11.1% | +13.9% | -2.8% | +9.1% |
| 3M | -1.9% | -14.9% | +13.0% | 0.0% |
| 6M | -3.0% | +2.0% | -5.0% | -3.4% |
| YTD | 0.0% | -23.9% | +24.0% | +3.3% |
| 1Y | +9.4% | -9.6% | +19.1% | +10.4% |
| 3Y | +3.8% | -25.4% | +29.2% | +1.1% |
| All | +3.8% | -25.3% | +29.1% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling