-2.1%
HSY vs TMF
-32.2%
+30.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | -2.1% | -9.3% | +7.1% | -1.2% |
| 30D | +6.1% | +1.9% | +4.2% | +6.0% |
| 3M | -5.6% | -11.2% | +5.6% | -4.6% |
| 6M | -9.5% | -17.7% | +8.2% | -8.0% |
| YTD | -2.1% | -24.5% | +22.4% | +0.1% |
| 1Y | +0.8% | -29.4% | +30.2% | +3.6% |
| 3Y | -2.1% | -33.4% | +31.3% | -0.8% |
| All | -2.1% | -32.2% | +30.1% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling