-5.5%
HSY vs TLN
-18.5%
+13.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.2% | -0.8% |
| 7D | -3.0% | +5.8% | -8.8% | -2.5% |
| 30D | -5.0% | -6.9% | +1.8% | -5.5% |
| 3M | -1.3% | -10.9% | +9.6% | -2.3% |
| 6M | -21.5% | -4.6% | -16.9% | -22.0% |
| YTD | -3.3% | -14.7% | +11.4% | -4.2% |
| 1Y | -5.5% | -17.9% | +12.4% | -8.2% |
| All | -5.5% | -18.5% | +13.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling