-11.0%
HSY vs TSLQ
-97.2%
+86.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.1% | -6.6% | +6.7% | +0.2% |
| 30D | -5.2% | -24.3% | +19.1% | -5.0% |
| 3M | -3.4% | -3.6% | +0.2% | -3.5% |
| 6M | -19.2% | -12.0% | -7.2% | -19.2% |
| YTD | -2.6% | +1.4% | -4.0% | -2.6% |
| 1Y | -3.8% | -43.6% | +39.8% | -3.6% |
| 3Y | -10.6% | -95.4% | +84.8% | -11.3% |
| All | -11.0% | -97.2% | +86.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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