+683.8%
TEL vs HSY
+449.4%
+234.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | +3.0% | -3.3% | +6.3% | +4.3% |
| 30D | -3.9% | -2.8% | -1.1% | -3.0% |
| 3M | -5.1% | -4.5% | -0.6% | -4.1% |
| 6M | +0.6% | -24.2% | +24.8% | +11.6% |
| YTD | -7.3% | -2.7% | -4.6% | -8.1% |
| 1Y | +1.1% | -3.7% | +4.9% | +0.1% |
| 3Y | +63.7% | -11.5% | +75.2% | +63.3% |
| 5Y | +50.7% | +10.3% | +40.3% | +32.1% |
| 10Y | +290.2% | +122.1% | +168.0% | +134.6% |
| All | +683.8% | +449.4% | +234.4% | +129.1% |
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