+472.2%
HSY vs COPX
+198.0%
+274.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.4% |
| 7D | -1.6% | +5.8% | -7.3% | -2.2% |
| 30D | -4.2% | +7.2% | -11.4% | -5.1% |
| 3M | -0.7% | +16.5% | -17.2% | -2.9% |
| 6M | -21.8% | +18.4% | -40.2% | -24.1% |
| YTD | -2.7% | +31.9% | -34.6% | -7.2% |
| 1Y | -4.8% | +88.5% | -93.3% | -13.7% |
| 3Y | -9.4% | +173.1% | -182.5% | -23.1% |
| 5Y | +11.3% | +193.1% | -181.8% | -8.5% |
| 10Y | +125.0% | +591.7% | -466.7% | +50.3% |
| All | +472.2% | +198.0% | +274.3% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling