+203.6%
TGT vs HSY
+128.6%
+75.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | +1.2% | -5.2% | +6.4% | +3.1% |
| 3M | +18.4% | -3.4% | +21.8% | +19.8% |
| 6M | +33.4% | -19.2% | +52.6% | +43.2% |
| YTD | +63.8% | -2.6% | +66.4% | +63.8% |
| 1Y | +77.2% | -3.8% | +80.9% | +77.6% |
| 3Y | +41.8% | -10.6% | +52.4% | +43.4% |
| 5Y | -25.5% | +12.3% | -37.8% | -31.0% |
| All | +203.6% | +128.6% | +75.0% | +131.3% |
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