+11.4%
HSY vs TW
+41.2%
-29.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.5% |
| 7D | -2.1% | +3.9% | -6.1% | -2.5% |
| 30D | +6.1% | +19.9% | -13.8% | +4.4% |
| 3M | -5.6% | +25.9% | -31.6% | -7.6% |
| 6M | -9.5% | +21.1% | -30.7% | -11.2% |
| YTD | -2.1% | +23.9% | -26.0% | -4.2% |
| 1Y | +0.8% | +21.2% | -20.5% | -1.3% |
| 3Y | -2.1% | +44.8% | -46.9% | -5.3% |
| All | +11.4% | +41.2% | -29.8% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling