-53.2%
TE vs HSY
+38.7%
-91.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -4.0% | -3.3% | -0.7% | -4.1% |
| 30D | -15.9% | -2.8% | -13.1% | -16.0% |
| 3M | -60.5% | -4.5% | -56.1% | -60.5% |
| 6M | -35.2% | -24.2% | -11.0% | -34.3% |
| YTD | -31.1% | -2.7% | -28.4% | -31.5% |
| 1Y | +148.6% | -3.7% | +152.4% | +147.1% |
| 3Y | -26.4% | -11.5% | -14.9% | -27.3% |
| 5Y | -48.0% | +10.3% | -58.4% | -49.0% |
| All | -53.2% | +38.7% | -91.9% | -54.1% |
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