+4,408.8%
HSY vs COO
+5,406.0%
-997.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +1.1% | -2.3% | +3.4% | +1.2% |
| 30D | +7.7% | +13.3% | -5.6% | +7.1% |
| 3M | -2.3% | -18.1% | +15.8% | -1.5% |
| 6M | -5.3% | +6.7% | -12.0% | -5.7% |
| YTD | -0.9% | -23.2% | +22.3% | +0.1% |
| 1Y | +5.2% | -12.3% | +17.5% | +5.7% |
| 3Y | +0.7% | -23.6% | +24.3% | +1.4% |
| 5Y | +12.2% | -38.7% | +50.9% | +13.7% |
| 10Y | +131.1% | +42.2% | +88.9% | +127.2% |
| All | +4,408.8% | +5,406.0% | -997.2% | +4,021.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling