-10.1%
HSY vs COPX
+149.6%
-159.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +1.3% |
| 7D | -0.4% | -2.9% | +2.5% | -0.4% |
| 30D | -3.4% | 0.0% | -3.5% | -3.5% |
| 3M | -0.5% | +14.8% | -15.3% | -0.8% |
| 6M | -19.1% | +7.0% | -26.2% | -19.4% |
| YTD | -2.1% | +23.8% | -25.9% | -3.3% |
| 1Y | -3.2% | +75.7% | -78.9% | -6.2% |
| All | -10.1% | +149.6% | -159.7% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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