+124.4%
HSY vs THC
+1,813.2%
-1,688.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | +6.1% | +5.3% | +0.8% | +5.6% |
| 3M | -5.6% | +7.1% | -12.7% | -6.2% |
| 6M | -9.5% | +46.0% | -55.6% | -12.5% |
| YTD | -2.1% | +43.9% | -46.0% | -5.3% |
| 1Y | +0.8% | +45.4% | -44.7% | -2.7% |
| 3Y | -2.1% | +421.3% | -423.4% | -15.4% |
| 5Y | +11.2% | +261.5% | -250.2% | -2.8% |
| All | +124.4% | +1,813.2% | -1,688.8% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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