+4,408.8%
HSY vs TAP
+806.5%
+3,602.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.6% |
| 7D | +1.1% | -8.0% | +9.1% | +2.7% |
| 30D | +7.7% | +4.1% | +3.6% | +6.9% |
| 3M | -2.3% | -4.4% | +2.1% | -1.5% |
| 6M | -5.3% | -1.9% | -3.4% | -5.1% |
| YTD | -0.9% | -12.1% | +11.2% | +1.2% |
| 1Y | +5.2% | -12.0% | +17.3% | +7.4% |
| 3Y | +0.7% | -25.0% | +25.8% | +5.4% |
| 5Y | +12.2% | -1.1% | +13.3% | +10.6% |
| 10Y | +131.1% | -47.6% | +178.7% | +146.0% |
| All | +4,408.8% | +806.5% | +3,602.3% | +2,757.7% |
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