-80.5%
TE vs HSY
+39.6%
-120.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.0% |
| 7D | -19.1% | -2.1% | -16.9% | -19.2% |
| 30D | -34.1% | +6.1% | -40.2% | -33.8% |
| 3M | -60.1% | -5.6% | -54.5% | -60.0% |
| 6M | -66.0% | -9.5% | -56.4% | -65.8% |
| YTD | -71.4% | -2.1% | -69.3% | -71.4% |
| 1Y | -45.3% | +0.8% | -46.0% | -45.6% |
| 3Y | +9.1% | -2.1% | +11.3% | +7.8% |
| 5Y | -82.6% | +11.2% | -93.8% | -82.8% |
| All | -80.5% | +39.6% | -120.2% | -80.9% |
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