-10.1%
HSY vs TXG
+39.1%
-49.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -0.4% | +5.0% | -5.4% | -0.5% |
| 30D | -3.4% | +13.5% | -17.0% | -3.6% |
| 3M | -0.5% | +128.0% | -128.5% | -1.5% |
| 6M | -19.1% | +224.4% | -243.6% | -20.7% |
| YTD | -2.1% | +307.0% | -309.1% | -4.6% |
| 1Y | -3.2% | +427.2% | -430.5% | -6.8% |
| All | -10.1% | +39.1% | -49.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling