+77.9%
TEM vs HSY
+0.8%
+77.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.6% |
| 7D | -5.9% | -2.1% | -3.7% | -6.1% |
| 30D | +4.8% | +6.1% | -1.3% | +5.8% |
| 3M | +31.9% | -5.6% | +37.5% | +31.7% |
| 6M | +56.0% | -9.5% | +65.5% | +55.8% |
| YTD | +21.3% | -2.1% | +23.4% | +20.7% |
| 1Y | +5.4% | +0.8% | +4.6% | +4.7% |
| All | +77.9% | +0.8% | +77.1% | +70.3% |
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 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