+159.1%
HSY vs TRU
+238.0%
-78.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.2% |
| 7D | -3.3% | -6.8% | +3.5% | -2.3% |
| 30D | -2.8% | 0.0% | -2.9% | -2.9% |
| 3M | -4.5% | +13.3% | -17.8% | -6.4% |
| 6M | -24.2% | +3.4% | -27.7% | -25.0% |
| YTD | -2.7% | -6.4% | +3.7% | -2.6% |
| 1Y | -3.7% | -9.7% | +6.0% | -3.4% |
| 3Y | -11.5% | +0.1% | -11.6% | -15.3% |
| 5Y | +10.3% | -34.0% | +44.4% | +14.8% |
| 10Y | +122.1% | +147.9% | -25.8% | +77.5% |
| All | +159.1% | +238.0% | -78.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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