-0.9%
TLT vs HSY
-9.9%
+9.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | -0.3% | -3.0% | +2.7% | -0.1% |
| 30D | 0.0% | -5.0% | +5.0% | +0.3% |
| 3M | -2.9% | -1.3% | -1.6% | -2.8% |
| 6M | -6.3% | -21.5% | +15.2% | -4.9% |
| YTD | -3.3% | -3.3% | -0.1% | -3.3% |
| 1Y | -4.2% | -5.5% | +1.3% | -4.0% |
| All | -0.9% | -9.9% | +9.0% | +3.5% |
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