+61.4%
T vs HSY
+131.3%
-69.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.0% |
| 7D | +2.0% | +1.1% | +0.9% | +1.6% |
| 30D | -1.0% | +7.7% | -8.7% | -3.4% |
| 3M | -8.1% | -2.3% | -5.8% | -7.5% |
| 6M | -8.3% | -5.3% | -3.0% | -7.0% |
| YTD | -6.1% | -0.9% | -5.2% | -6.7% |
| 1Y | -7.4% | +5.2% | -12.6% | -9.9% |
| 3Y | +65.4% | +0.7% | +64.7% | +60.0% |
| 5Y | +57.6% | +12.2% | +45.4% | +44.0% |
| 10Y | +61.4% | +131.1% | -69.7% | +15.9% |
| All | +61.4% | +131.3% | -69.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling