+75.7%
TFC vs HSY
+128.6%
-52.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +2.3% | -2.1% | +4.4% | +3.0% |
| 30D | +10.8% | +6.1% | +4.7% | +8.5% |
| 3M | -3.8% | -5.6% | +1.9% | -2.2% |
| 6M | +9.6% | -9.5% | +19.1% | +12.6% |
| YTD | +5.8% | -2.1% | +7.9% | +4.9% |
| 1Y | +16.2% | +0.8% | +15.4% | +13.8% |
| 3Y | +96.0% | -2.1% | +98.1% | +88.8% |
| 5Y | +1.7% | +11.2% | -9.5% | -11.4% |
| All | +75.7% | +128.6% | -52.9% | +29.0% |
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