+126.5%
HSY vs TROW
+130.0%
-3.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | -5.2% | -4.6% | -0.6% | -4.4% |
| 3M | -3.4% | -0.7% | -2.8% | -3.4% |
| 6M | -19.2% | +22.2% | -41.4% | -22.1% |
| YTD | -2.6% | +6.6% | -9.3% | -4.1% |
| 1Y | -3.8% | +5.8% | -9.6% | -5.2% |
| 3Y | -10.6% | +11.6% | -22.2% | -14.0% |
| 5Y | +12.3% | -38.9% | +51.2% | +21.2% |
| All | +126.5% | +130.0% | -3.6% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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