+4,451.0%
HSY vs TAP
+821.1%
+3,629.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +1.2% |
| 7D | +7.5% | +0.5% | +7.0% | +7.4% |
| 30D | +11.1% | +9.1% | +1.9% | +9.2% |
| 3M | -1.9% | -3.8% | +1.9% | -1.3% |
| 6M | -3.0% | -3.4% | +0.5% | -2.5% |
| YTD | 0.0% | -10.6% | +10.7% | +1.9% |
| 1Y | +9.4% | -4.4% | +13.8% | +9.9% |
| 3Y | +3.8% | -24.4% | +28.1% | +8.3% |
| 5Y | +15.2% | +2.1% | +13.1% | +12.8% |
| 10Y | +126.9% | -48.7% | +175.6% | +142.3% |
| All | +4,451.0% | +821.1% | +3,629.9% | +2,775.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling