+675.6%
HSY vs TCOM
+2,658.7%
-1,983.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -1.6% | -7.6% | +6.1% | -1.0% |
| 30D | -4.2% | -12.2% | +8.0% | -3.4% |
| 3M | -0.7% | -14.2% | +13.5% | +0.2% |
| 6M | -21.8% | -25.0% | +3.2% | -20.4% |
| YTD | -2.7% | -43.7% | +41.0% | +0.8% |
| 1Y | -4.8% | -44.5% | +39.7% | -1.4% |
| 3Y | -9.4% | +13.4% | -22.8% | -11.6% |
| 5Y | +11.3% | +26.5% | -15.2% | +5.0% |
| 10Y | +125.0% | -10.3% | +135.3% | +111.2% |
| All | +675.6% | +2,658.7% | -1,983.1% | +435.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TCOM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling