+12.0%
HSY vs TXG
-62.8%
+74.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.6% |
| 7D | +0.1% | +9.5% | -9.4% | 0.0% |
| 30D | -5.2% | +18.8% | -24.0% | -5.3% |
| 3M | -3.4% | +136.1% | -139.5% | -4.1% |
| 6M | -19.2% | +235.2% | -254.4% | -20.1% |
| YTD | -2.6% | +320.5% | -323.2% | -4.2% |
| 1Y | -3.8% | +425.2% | -429.0% | -5.8% |
| 3Y | -10.6% | +42.9% | -53.5% | -12.3% |
| All | +12.0% | -62.8% | +74.8% | +6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling