+377.9%
TPR vs HSY
+128.4%
+249.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +14.2% | +7.5% | +6.7% | +11.3% |
| 30D | +17.1% | +11.1% | +6.0% | +12.6% |
| 3M | -17.7% | -1.9% | -15.8% | -17.3% |
| 6M | -10.2% | -3.0% | -7.2% | -9.8% |
| YTD | +4.9% | 0.0% | +4.9% | +4.2% |
| 1Y | +36.1% | +9.4% | +26.7% | +30.8% |
| 3Y | +416.5% | +3.8% | +412.7% | +389.4% |
| 5Y | +254.8% | +15.2% | +239.6% | +205.9% |
| All | +377.9% | +128.4% | +249.5% | +222.5% |
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 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