+131.4%
TLT vs HSY
+683.6%
-552.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | +0.3% | +1.3% | -1.0% | +0.4% |
| 30D | +5.1% | +6.6% | -1.5% | +5.5% |
| 3M | -0.2% | -4.1% | +3.9% | -0.4% |
| 6M | -2.9% | -5.2% | +2.3% | -3.1% |
| YTD | -2.7% | -2.5% | -0.1% | -2.6% |
| 1Y | -4.6% | +4.7% | -9.3% | -4.1% |
| 3Y | +6.1% | +0.6% | +5.5% | +6.8% |
| 5Y | -35.1% | +11.7% | -46.8% | -33.8% |
| 10Y | -12.5% | +120.0% | -132.5% | -3.7% |
| All | +131.4% | +683.6% | -552.2% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling