+675.0%
HSY vs TCOM
+2,694.8%
-2,019.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -3.3% | -9.5% | +6.2% | -2.6% |
| 30D | -2.8% | -10.7% | +7.9% | -2.1% |
| 3M | -4.5% | -14.6% | +10.1% | -3.6% |
| 6M | -24.2% | -19.3% | -4.9% | -23.2% |
| YTD | -2.7% | -42.9% | +40.2% | +0.6% |
| 1Y | -3.7% | -43.8% | +40.0% | -0.4% |
| 3Y | -11.5% | +2.1% | -13.6% | -13.0% |
| 5Y | +10.3% | +31.2% | -20.9% | +3.8% |
| 10Y | +122.1% | -13.9% | +136.1% | +109.3% |
| All | +675.0% | +2,694.8% | -2,019.7% | +435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling