+239.9%
TMUS vs HSY
+127.3%
+112.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +6.5% | -2.3% | +8.8% | +7.3% |
| 30D | +11.3% | +6.3% | +5.0% | +9.0% |
| 3M | -2.9% | -5.2% | +2.3% | -1.1% |
| 6M | -10.5% | -8.3% | -2.2% | -8.1% |
| YTD | -14.4% | -2.7% | -11.8% | -14.5% |
| 1Y | -17.9% | +0.1% | -18.0% | -18.9% |
| 3Y | +21.9% | -1.0% | +22.9% | +17.6% |
| 5Y | +52.1% | +10.6% | +41.5% | +37.8% |
| All | +239.9% | +127.3% | +112.6% | +149.6% |
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