+371.7%
TPR vs HSY
+131.3%
+240.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | +6.4% | +1.1% | +5.3% | +6.0% |
| 30D | +13.8% | +7.7% | +6.1% | +10.6% |
| 3M | -16.6% | -2.3% | -14.3% | -16.2% |
| 6M | +0.7% | -5.3% | +6.0% | +2.0% |
| YTD | +5.3% | -0.9% | +6.2% | +5.0% |
| 1Y | +32.4% | +5.2% | +27.1% | +28.9% |
| 3Y | +406.4% | +0.7% | +405.6% | +385.7% |
| 5Y | +227.9% | +12.2% | +215.7% | +186.1% |
| 10Y | +371.7% | +131.1% | +240.6% | +201.0% |
| All | +371.7% | +131.3% | +240.4% | +201.0% |
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