-23.0%
TNA vs HSY
+12.0%
-35.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -14.2% | -5.2% | -9.0% | -12.9% |
| 3M | -4.6% | -3.4% | -1.2% | -4.0% |
| 6M | +36.9% | -19.2% | +56.1% | +45.8% |
| YTD | +42.5% | -2.6% | +45.2% | +40.9% |
| 1Y | +45.8% | -3.8% | +49.5% | +44.4% |
| 3Y | +104.7% | -10.6% | +115.3% | +108.1% |
| All | -23.0% | +12.0% | -35.0% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling