+19.6%
TMO vs HSY
-9.3%
+28.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +1.1% | -5.2% | +6.3% | +2.1% |
| 3M | +28.3% | -3.4% | +31.7% | +29.0% |
| 6M | +23.3% | -19.2% | +42.5% | +27.8% |
| YTD | +5.5% | -2.6% | +8.1% | +4.4% |
| 1Y | +24.5% | -3.8% | +28.3% | +23.6% |
| 3Y | +19.6% | -10.6% | +30.2% | +16.7% |
| All | +19.6% | -9.3% | +28.9% | +16.7% |
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 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