+76.5%
TNA vs HSY
+128.6%
-52.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | -7.3% | +0.1% | -7.4% | -7.4% |
| 30D | -14.2% | -5.2% | -9.0% | -11.0% |
| 3M | -4.6% | -3.4% | -1.2% | -3.6% |
| 6M | +36.9% | -19.2% | +56.1% | +57.1% |
| YTD | +42.5% | -2.6% | +45.2% | +38.1% |
| 1Y | +45.8% | -3.8% | +49.5% | +41.4% |
| 3Y | +104.7% | -10.6% | +115.3% | +98.3% |
| 5Y | -21.7% | +12.3% | -34.0% | -44.1% |
| All | +76.5% | +128.6% | -52.1% | -7.4% |
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