0.0%
HSY vs TPG
+71.4%
-71.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.3% | +1.2% |
| 7D | -0.4% | -11.8% | +11.4% | -0.5% |
| 30D | -3.4% | -6.3% | +2.8% | -3.5% |
| 3M | -0.5% | +13.6% | -14.1% | -0.3% |
| 6M | -19.1% | +13.8% | -33.0% | -19.0% |
| YTD | -2.1% | -23.7% | +21.7% | -1.8% |
| 1Y | -3.2% | -18.2% | +14.9% | -3.1% |
| 3Y | -8.8% | +80.1% | -88.9% | -11.3% |
| All | 0.0% | +71.4% | -71.4% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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