+128.1%
HSY vs TAP
-51.4%
+179.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -3.0% | -5.1% | +2.1% | -1.5% |
| 30D | -5.0% | -8.4% | +3.4% | -2.7% |
| 3M | -1.3% | -3.9% | +2.6% | -0.3% |
| 6M | -21.5% | -14.4% | -7.1% | -18.3% |
| YTD | -3.3% | -14.7% | +11.5% | +0.7% |
| 1Y | -5.5% | -18.7% | +13.2% | -0.6% |
| 3Y | -9.9% | -32.6% | +22.7% | -1.1% |
| 5Y | +11.3% | -1.4% | +12.8% | +8.5% |
| 10Y | +128.1% | -50.4% | +178.4% | +139.1% |
| All | +128.1% | -51.4% | +179.4% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TAP 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling