+11.3%
HSY vs TYL
-28.2%
+39.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.5% | +0.5% |
| 7D | -1.6% | -7.6% | +6.0% | -0.8% |
| 30D | -4.2% | +11.3% | -15.6% | -5.3% |
| 3M | -0.7% | +14.5% | -15.2% | -2.2% |
| 6M | -21.8% | -7.1% | -14.6% | -21.6% |
| YTD | -2.7% | -23.4% | +20.7% | -0.9% |
| 1Y | -4.8% | -38.6% | +33.7% | -1.1% |
| 3Y | -9.4% | -11.3% | +1.9% | -9.5% |
| 5Y | +11.3% | -28.0% | +39.2% | +7.0% |
| All | +11.3% | -28.2% | +39.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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