+129.5%
TLT vs HSY
+697.0%
-567.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.0% |
| 30D | +4.1% | +7.7% | -3.6% | +4.6% |
| 3M | -0.4% | -2.3% | +1.9% | -0.5% |
| 6M | -3.2% | -5.3% | +2.2% | -3.4% |
| YTD | -3.5% | -0.9% | -2.6% | -3.4% |
| 1Y | -5.8% | +5.2% | -11.0% | -5.3% |
| 3Y | +4.6% | +0.7% | +3.8% | +5.2% |
| 5Y | -34.4% | +12.2% | -46.6% | -33.1% |
| 10Y | -11.4% | +131.1% | -142.5% | -2.1% |
| All | +129.5% | +697.0% | -567.5% | +201.7% |
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 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