-10.4%
TSCO vs HSY
+12.0%
-22.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | -8.8% | -5.2% | -3.6% | -7.2% |
| 3M | +6.3% | -3.4% | +9.7% | +7.4% |
| 6M | -32.3% | -19.2% | -13.1% | -27.8% |
| YTD | -32.7% | -2.6% | -30.1% | -32.5% |
| 1Y | -43.7% | -3.8% | -39.9% | -43.5% |
| 3Y | -19.7% | -10.6% | -9.0% | -17.8% |
| All | -10.4% | +12.0% | -22.4% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling