+129.5%
HSY vs TAP
-50.9%
+180.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.2% |
| 7D | -1.6% | -2.3% | +0.8% | -0.9% |
| 30D | -4.2% | -9.4% | +5.2% | -1.6% |
| 3M | -0.7% | -0.8% | +0.1% | -0.6% |
| 6M | -21.8% | -14.7% | -7.0% | -18.5% |
| YTD | -2.7% | -13.9% | +11.3% | +1.0% |
| 1Y | -4.8% | -18.6% | +13.8% | +0.1% |
| 3Y | -9.4% | -32.0% | +22.6% | -0.7% |
| 5Y | +11.3% | -1.0% | +12.3% | +8.3% |
| All | +129.5% | -50.9% | +180.4% | +140.0% |
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