+126.5%
HSY vs TCOM
-9.8%
+136.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.1% | -4.9% | +5.0% | +0.2% |
| 30D | -5.2% | -14.4% | +9.2% | -4.8% |
| 3M | -3.4% | -17.7% | +14.3% | -3.0% |
| 6M | -19.2% | -25.1% | +5.9% | -18.7% |
| YTD | -2.6% | -45.7% | +43.1% | -1.4% |
| 1Y | -3.8% | -47.9% | +44.1% | -2.5% |
| 3Y | -10.6% | +8.9% | -19.6% | -10.8% |
| 5Y | +12.3% | +26.9% | -14.6% | +11.3% |
| All | +126.5% | -9.8% | +136.3% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling