+8,398.6%
TPR vs HSY
+1,144.9%
+7,253.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +14.2% | +7.5% | +6.7% | +10.6% |
| 30D | +17.1% | +11.1% | +6.0% | +11.6% |
| 3M | -17.7% | -1.9% | -15.8% | -17.2% |
| 6M | -10.2% | -3.0% | -7.2% | -9.7% |
| YTD | +4.9% | 0.0% | +4.9% | +3.8% |
| 1Y | +36.1% | +9.4% | +26.7% | +29.1% |
| 3Y | +416.5% | +3.8% | +412.7% | +383.0% |
| 5Y | +254.8% | +15.2% | +239.6% | +206.4% |
| 10Y | +391.7% | +126.9% | +264.9% | +195.5% |
| All | +8,398.6% | +1,144.9% | +7,253.7% | +2,071.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling