+127.8%
HSY vs TAP
-48.8%
+176.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +3.8% | -4.5% | +8.3% | +5.2% |
| 30D | +6.9% | +7.5% | -0.6% | +4.7% |
| 3M | -4.1% | -4.9% | +0.8% | -2.9% |
| 6M | -5.0% | -3.5% | -1.5% | -4.3% |
| YTD | -2.3% | -11.4% | +9.1% | +0.5% |
| 1Y | +6.1% | -10.8% | +16.9% | +8.8% |
| 3Y | -0.7% | -24.5% | +23.8% | +5.6% |
| 5Y | +9.9% | +2.5% | +7.4% | +5.9% |
| 10Y | +127.8% | -47.6% | +175.4% | +131.3% |
| All | +127.8% | -48.8% | +176.7% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling