+45.9%
TEM vs HSY
+0.8%
+45.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.4% | -4.0% |
| 7D | -9.2% | -0.4% | -8.7% | -9.2% |
| 30D | +5.5% | -3.4% | +8.9% | +5.2% |
| 3M | +18.7% | -0.5% | +19.2% | +18.9% |
| 6M | +15.4% | -19.1% | +34.6% | +15.2% |
| YTD | -0.5% | -2.1% | +1.5% | -1.4% |
| 1Y | -24.8% | -3.2% | -21.6% | -25.2% |
| All | +45.9% | +0.8% | +45.1% | +39.2% |
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