-10.5%
HSY vs TSLQ
-97.2%
+86.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +1.2% |
| 7D | -0.4% | +5.7% | -6.1% | -0.5% |
| 30D | -3.4% | -21.1% | +17.6% | -3.3% |
| 3M | -0.5% | -11.5% | +11.0% | -0.5% |
| 6M | -19.1% | -14.9% | -4.2% | -19.1% |
| YTD | -2.1% | +2.4% | -4.5% | -2.1% |
| 1Y | -3.2% | -49.8% | +46.5% | -3.1% |
| 3Y | -8.8% | -95.8% | +87.0% | -9.7% |
| All | -10.5% | -97.2% | +86.7% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling