+125.0%
HSY vs TMF
-86.8%
+211.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.6% | +1.0% | -2.5% | -1.6% |
| 30D | -4.2% | -1.8% | -2.4% | -4.2% |
| 3M | -0.7% | -8.2% | +7.5% | -0.7% |
| 6M | -21.8% | -19.5% | -2.3% | -21.7% |
| YTD | -2.7% | -16.0% | +13.3% | -2.6% |
| 1Y | -4.8% | -22.5% | +17.7% | -4.8% |
| 3Y | -9.4% | -42.3% | +32.9% | -9.5% |
| 5Y | +11.3% | -87.7% | +99.0% | +7.0% |
| 10Y | +125.0% | -86.5% | +211.5% | +109.9% |
| All | +125.0% | -86.8% | +211.8% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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