+35.5%
HSY vs TXG
+21.5%
+14.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | 0.0% |
| 7D | -1.6% | +9.4% | -10.9% | -1.7% |
| 30D | -4.2% | +26.1% | -30.3% | -4.7% |
| 3M | -0.7% | +124.8% | -125.5% | -2.5% |
| 6M | -21.8% | +215.2% | -237.0% | -24.0% |
| YTD | -2.7% | +302.2% | -304.9% | -6.2% |
| 1Y | -4.8% | +370.9% | -375.7% | -8.9% |
| 3Y | -9.4% | +38.5% | -47.9% | -11.5% |
| 5Y | +11.3% | -64.4% | +75.6% | +13.7% |
| All | +35.5% | +21.5% | +14.0% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling