+317.8%
TMUS vs HSY
+124.3%
+193.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -5.3% | -3.0% | -2.4% | -4.3% |
| 30D | +0.1% | -5.0% | +5.1% | +1.8% |
| 3M | -0.6% | -1.3% | +0.7% | -0.3% |
| 6M | -17.5% | -21.5% | +4.0% | -10.9% |
| YTD | -11.3% | -3.3% | -8.0% | -11.1% |
| 1Y | -25.4% | -5.5% | -19.9% | -24.9% |
| 3Y | +35.5% | -9.9% | +45.5% | +36.2% |
| 5Y | +41.9% | +11.3% | +30.6% | +28.3% |
| 10Y | +317.8% | +128.1% | +189.8% | +208.8% |
| All | +317.8% | +124.3% | +193.5% | +208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling