+160.8%
HSY vs TRU
+243.6%
-82.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -2.1% | 0.0% | -2.2% | -2.2% |
| 30D | +6.1% | +21.3% | -15.2% | +2.9% |
| 3M | -5.6% | +0.2% | -5.9% | -5.9% |
| 6M | -9.5% | +22.4% | -31.9% | -12.6% |
| YTD | -2.1% | -4.8% | +2.7% | -2.4% |
| 1Y | +0.8% | -0.2% | +1.0% | -0.4% |
| 3Y | -2.1% | +57.9% | -60.1% | -13.9% |
| 5Y | +11.2% | -26.1% | +37.4% | +12.5% |
| 10Y | +128.3% | +184.8% | -56.5% | +78.5% |
| All | +160.8% | +243.6% | -82.8% | +103.1% |
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