+1,622.6%
T vs HSY
+4,406.3%
-2,783.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +1.6% | -2.3% | +4.0% | +2.4% |
| 30D | -2.9% | +6.3% | -9.2% | -4.8% |
| 3M | -7.5% | -5.2% | -2.3% | -6.0% |
| 6M | -9.9% | -8.3% | -1.6% | -7.6% |
| YTD | -6.4% | -2.7% | -3.8% | -6.4% |
| 1Y | -9.4% | +0.1% | -9.5% | -10.2% |
| 3Y | +64.9% | -1.0% | +65.9% | +60.6% |
| 5Y | +57.0% | +10.6% | +46.3% | +46.1% |
| 10Y | +60.8% | +127.0% | -66.2% | +15.8% |
| All | +1,622.6% | +4,406.3% | -2,783.7% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling