-27.0%
HSY vs TLN
+602.5%
-629.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | +0.3% |
| 7D | -1.6% | +10.9% | -12.5% | -0.7% |
| 30D | -4.2% | -6.3% | +2.1% | -4.7% |
| 3M | -0.7% | -10.7% | +10.0% | -1.3% |
| 6M | -21.8% | +1.6% | -23.4% | -21.3% |
| YTD | -2.7% | -13.1% | +10.4% | -3.0% |
| 1Y | -4.8% | -15.1% | +10.2% | -5.0% |
| 3Y | -9.4% | +495.0% | -504.4% | +7.2% |
| All | -27.0% | +602.5% | -629.5% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling