+70.3%
T vs HSY
+128.6%
-58.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +7.5% | -5.2% | +12.6% | +9.3% |
| 3M | +14.8% | -3.4% | +18.2% | +16.0% |
| 6M | -1.7% | -19.2% | +17.5% | +4.7% |
| YTD | +8.7% | -2.6% | +11.3% | +8.7% |
| 1Y | -7.5% | -3.8% | -3.7% | -7.4% |
| 3Y | +110.2% | -10.6% | +120.9% | +112.7% |
| 5Y | +71.6% | +12.3% | +59.3% | +56.7% |
| All | +70.3% | +128.6% | -58.3% | +26.5% |
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