+4.1%
TLT vs HSY
+0.7%
+3.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | +3.8% | -4.1% | -0.6% |
| 30D | +3.7% | +6.9% | -3.2% | +3.2% |
| 3M | -0.7% | -4.1% | +3.4% | -0.5% |
| 6M | -4.2% | -5.0% | +0.8% | -4.0% |
| YTD | -4.0% | -2.3% | -1.7% | -4.0% |
| 1Y | -5.8% | +6.1% | -11.9% | -6.3% |
| 3Y | +4.1% | -0.7% | +4.8% | +4.1% |
| All | +4.1% | +0.7% | +3.4% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling