+126.5%
HSY vs TDY
+479.2%
-352.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | -5.2% | -12.0% | +6.9% | -2.2% |
| 3M | -3.4% | -3.2% | -0.2% | -2.9% |
| 6M | -19.2% | -7.9% | -11.3% | -18.0% |
| YTD | -2.6% | +18.2% | -20.9% | -7.7% |
| 1Y | -3.8% | +6.7% | -10.4% | -6.4% |
| 3Y | -10.6% | +47.5% | -58.2% | -21.6% |
| 5Y | +12.3% | +39.5% | -27.2% | -1.6% |
| All | +126.5% | +479.2% | -352.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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