+11.4%
HSY vs TXT
+8.5%
+2.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +6.1% | +13.3% | -7.2% | +4.2% |
| 3M | -5.6% | -5.0% | -0.7% | -5.1% |
| 6M | -9.5% | -8.4% | -1.1% | -8.7% |
| YTD | -2.1% | -4.0% | +1.9% | -2.1% |
| 1Y | +0.8% | +2.8% | -2.0% | -0.1% |
| 3Y | -2.1% | +10.3% | -12.4% | -4.8% |
| All | +11.4% | +8.5% | +2.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling