+124.4%
HSY vs TSN
+14.5%
+109.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +6.1% | +8.5% | -2.4% | +3.7% |
| 3M | -5.6% | +5.3% | -10.9% | -7.1% |
| 6M | -9.5% | -10.5% | +0.9% | -6.9% |
| YTD | -2.1% | +3.0% | -5.1% | -3.4% |
| 1Y | +0.8% | +12.1% | -11.4% | -3.0% |
| 3Y | -2.1% | +43.1% | -45.2% | -12.3% |
| 5Y | +11.2% | -15.1% | +26.3% | +13.3% |
| All | +124.4% | +14.5% | +109.9% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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