-0.7%
HSY vs TXT
+15.4%
-16.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +3.8% | -1.1% | +4.9% | +4.0% |
| 30D | +6.9% | +17.1% | -10.2% | +4.3% |
| 3M | -4.1% | -2.6% | -1.4% | -3.7% |
| 6M | -5.0% | -4.6% | -0.4% | -4.5% |
| YTD | -2.3% | -0.3% | -1.9% | -2.7% |
| 1Y | +6.1% | +5.9% | +0.2% | +4.5% |
| 3Y | -0.7% | +14.4% | -15.1% | -6.6% |
| All | -0.7% | +15.4% | -16.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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