+66.6%
TEL vs HSY
-8.8%
+75.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.1% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -6.1% | -3.4% | -2.6% | -5.9% |
| 3M | +1.7% | -0.5% | +2.2% | +1.6% |
| 6M | +1.6% | -19.1% | +20.8% | +3.2% |
| YTD | -9.1% | -2.1% | -7.0% | -9.3% |
| 1Y | -1.7% | -3.2% | +1.6% | -1.9% |
| All | +66.6% | -8.8% | +75.4% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling