+12.0%
HSY vs COPX
+163.4%
-151.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | -5.2% | +0.3% | -5.4% | -5.2% |
| 3M | -3.4% | +6.8% | -10.2% | -3.6% |
| 6M | -19.2% | +7.9% | -27.1% | -19.5% |
| YTD | -2.6% | +23.7% | -26.4% | -3.8% |
| 1Y | -3.8% | +71.5% | -75.3% | -6.4% |
| 3Y | -10.6% | +149.1% | -159.7% | -15.3% |
| All | +12.0% | +163.4% | -151.3% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling