+39.1%
TMUS vs HSY
-10.5%
+49.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.3% |
| 7D | +0.1% | -3.3% | +3.4% | +0.7% |
| 30D | +5.3% | -2.8% | +8.1% | +5.8% |
| 3M | +3.1% | -4.5% | +7.6% | +3.8% |
| 6M | -16.5% | -24.2% | +7.8% | -13.5% |
| YTD | -9.2% | -2.7% | -6.4% | -9.0% |
| 1Y | -26.5% | -3.7% | -22.7% | -26.5% |
| All | +39.1% | -10.5% | +49.6% | +41.5% |
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