+48,339.6%
TSCO vs HSY
+2,685.6%
+45,654.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.5% |
| 7D | -2.5% | -3.0% | +0.5% | -1.6% |
| 30D | -1.1% | -5.0% | +3.9% | +0.4% |
| 3M | +14.3% | -1.3% | +15.6% | +14.6% |
| 6M | -31.9% | -21.5% | -10.4% | -27.3% |
| YTD | -30.7% | -3.3% | -27.4% | -30.4% |
| 1Y | -41.1% | -5.5% | -35.6% | -40.5% |
| 3Y | -17.1% | -9.9% | -7.2% | -16.4% |
| 5Y | -7.5% | +11.3% | -18.9% | -12.2% |
| 10Y | +192.6% | +128.1% | +64.5% | +125.4% |
| All | +48,339.6% | +2,685.6% | +45,654.0% | +32,650.5% |
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 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