-19.8%
TLT vs HSY
+124.3%
-144.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.6% |
| 7D | -0.3% | -3.0% | +2.7% | -0.3% |
| 30D | 0.0% | -5.0% | +5.0% | 0.0% |
| 3M | -2.9% | -1.3% | -1.6% | -2.9% |
| 6M | -6.3% | -21.5% | +15.2% | -6.4% |
| YTD | -3.3% | -3.3% | -0.1% | -3.3% |
| 1Y | -4.2% | -5.5% | +1.3% | -4.2% |
| 3Y | -1.7% | -9.9% | +8.3% | -1.9% |
| 5Y | -34.9% | +11.3% | -46.2% | -34.1% |
| 10Y | -19.8% | +128.1% | -147.9% | -18.7% |
| All | -19.8% | +124.3% | -144.1% | -18.7% |
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