+4,345.5%
HSY vs COO
+5,462.0%
-1,116.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | +3.8% | +4.5% | -0.7% | +3.6% |
| 30D | +6.9% | +16.9% | -10.0% | +6.1% |
| 3M | -4.1% | -16.7% | +12.6% | -3.4% |
| 6M | -5.0% | +5.9% | -10.9% | -5.3% |
| YTD | -2.3% | -22.4% | +20.2% | -1.3% |
| 1Y | +6.1% | -10.1% | +16.2% | +6.4% |
| 3Y | -0.7% | -22.8% | +22.1% | 0.0% |
| 5Y | +9.9% | -41.4% | +51.3% | +11.5% |
| 10Y | +127.8% | +41.3% | +86.6% | +124.0% |
| All | +4,345.5% | +5,462.0% | -1,116.5% | +3,961.8% |
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