+275.3%
TMUS vs HSY
+437.8%
-162.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +3.6% | +7.5% | -4.0% | +0.6% |
| 30D | -3.4% | +11.1% | -14.4% | -7.3% |
| 3M | -9.5% | -1.9% | -7.5% | -8.7% |
| 6M | -15.2% | -3.0% | -12.2% | -14.4% |
| YTD | -18.9% | 0.0% | -19.0% | -19.8% |
| 1Y | -17.7% | +9.4% | -27.1% | -21.6% |
| 3Y | +15.6% | +3.8% | +11.9% | +8.9% |
| 5Y | +38.9% | +15.2% | +23.7% | +23.3% |
| 10Y | +245.3% | +126.9% | +118.4% | +120.6% |
| All | +275.3% | +437.8% | -162.6% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling