+680.0%
HSY vs TCOM
+2,868.4%
-2,188.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -2.1% | -1.8% | -0.4% | -2.0% |
| 30D | +6.1% | +12.1% | -6.0% | +5.3% |
| 3M | -5.6% | -3.2% | -2.4% | -5.4% |
| 6M | -9.5% | -16.6% | +7.1% | -8.5% |
| YTD | -2.1% | -39.4% | +37.3% | +0.8% |
| 1Y | +0.8% | -41.5% | +42.3% | +4.0% |
| 3Y | -2.1% | +24.4% | -26.5% | -5.1% |
| 5Y | +11.2% | +41.6% | -30.3% | +4.2% |
| 10Y | +128.3% | +6.5% | +121.7% | +111.4% |
| All | +680.0% | +2,868.4% | -2,188.4% | +436.2% |
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