+309.3%
TEL vs HSY
+128.6%
+180.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -0.7% | -5.2% | +4.5% | +0.8% |
| 3M | +2.4% | -3.4% | +5.8% | +3.0% |
| 6M | +4.1% | -19.2% | +23.3% | +10.5% |
| YTD | -5.8% | -2.6% | -3.2% | -6.6% |
| 1Y | +0.9% | -3.8% | +4.7% | +0.1% |
| 3Y | +72.6% | -10.6% | +83.2% | +72.8% |
| 5Y | +57.5% | +12.3% | +45.3% | +38.9% |
| All | +309.3% | +128.6% | +180.7% | +197.6% |
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 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