+127.8%
HSY vs TECH
+189.8%
-62.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -3.4% | 0.0% | -3.5% | -3.4% |
| 3M | -0.5% | +37.4% | -38.0% | -4.1% |
| 6M | -19.1% | +36.9% | -56.0% | -22.6% |
| YTD | -2.1% | +23.1% | -25.2% | -5.2% |
| 1Y | -3.2% | +42.2% | -45.5% | -8.3% |
| 3Y | -8.8% | +1.9% | -10.8% | -11.2% |
| 5Y | +13.0% | -42.9% | +55.9% | +18.2% |
| All | +127.8% | +189.8% | -62.0% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling