+636.8%
HSY vs TMF
-68.9%
+705.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.3% |
| 30D | -2.8% | -2.8% | 0.0% | -2.9% |
| 3M | -4.5% | -10.9% | +6.4% | -4.8% |
| 6M | -24.2% | -21.3% | -2.9% | -24.7% |
| YTD | -2.7% | -15.9% | +13.1% | -3.1% |
| 1Y | -3.7% | -15.7% | +12.0% | -4.1% |
| 3Y | -11.5% | -43.4% | +31.9% | -12.5% |
| 5Y | +10.3% | -87.8% | +98.1% | +2.8% |
| 10Y | +122.1% | -86.7% | +208.9% | +109.7% |
| All | +636.8% | -68.9% | +705.7% | +688.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling