-19.7%
TSCO vs HSY
-9.3%
-10.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.8% | -5.2% | -3.6% | -7.5% |
| 3M | +6.3% | -3.4% | +9.7% | +7.2% |
| 6M | -32.3% | -19.2% | -13.1% | -28.8% |
| YTD | -32.7% | -2.6% | -30.1% | -32.4% |
| 1Y | -43.7% | -3.8% | -39.9% | -43.4% |
| 3Y | -19.7% | -10.6% | -9.0% | -22.0% |
| All | -19.7% | -9.3% | -10.3% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling