+80.2%
HSY vs TW
+206.7%
-126.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.1% | -4.5% | +4.6% | +1.0% |
| 30D | -5.2% | -2.3% | -2.9% | -4.8% |
| 3M | -3.4% | +2.6% | -6.0% | -4.1% |
| 6M | -19.2% | -17.5% | -1.7% | -16.4% |
| YTD | -2.6% | -5.3% | +2.7% | -2.2% |
| 1Y | -3.8% | -14.8% | +11.0% | -1.4% |
| 3Y | -10.6% | +18.8% | -29.5% | -16.6% |
| 5Y | +12.3% | +20.7% | -8.4% | +2.8% |
| All | +80.2% | +206.7% | -126.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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