+16.3%
TFC vs HSY
-3.8%
+20.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | -2.8% | -3.4% | +0.6% | -2.5% |
| 3M | +2.1% | -0.5% | +2.7% | +2.1% |
| 6M | +10.1% | -19.1% | +29.3% | +11.7% |
| YTD | +5.4% | -2.1% | +7.5% | +5.7% |
| 1Y | +16.3% | -3.2% | +19.6% | +17.0% |
| All | +16.3% | -3.8% | +20.1% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling