+327.1%
TPR vs HSY
+122.7%
+204.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -2.3% | -3.3% | +1.0% | -1.1% |
| 30D | -23.0% | -2.8% | -20.1% | -22.2% |
| 3M | -12.5% | -4.5% | -8.0% | -11.3% |
| 6M | -21.4% | -24.2% | +2.8% | -13.5% |
| YTD | -3.5% | -2.7% | -0.8% | -3.0% |
| 1Y | +17.4% | -3.7% | +21.1% | +18.1% |
| 3Y | +291.3% | -11.5% | +302.7% | +298.0% |
| 5Y | +241.9% | +10.3% | +231.6% | +200.8% |
| All | +327.1% | +122.7% | +204.4% | +194.8% |
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