+234.7%
TMUS vs HSY
+122.5%
+112.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.7% | +5.1% |
| 7D | +5.3% | +1.3% | +4.0% | +4.8% |
| 30D | +13.5% | +6.6% | +6.9% | +11.1% |
| 3M | -4.2% | -4.1% | -0.1% | -2.9% |
| 6M | -11.9% | -5.2% | -6.6% | -10.5% |
| YTD | -15.6% | -2.5% | -13.0% | -15.7% |
| 1Y | -16.8% | +4.7% | -21.5% | -19.1% |
| 3Y | +20.8% | +0.6% | +20.2% | +15.7% |
| 5Y | +48.0% | +11.7% | +36.4% | +33.5% |
| 10Y | +234.7% | +120.0% | +114.7% | +142.2% |
| All | +234.7% | +122.5% | +112.2% | +142.2% |
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