+4.6%
TSLA vs HSY
-3.5%
+8.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -6.1% |
| 7D | +1.5% | -3.3% | +4.8% | +1.0% |
| 30D | +10.1% | -2.8% | +12.9% | +9.6% |
| 3M | -15.4% | -4.5% | -10.9% | -15.6% |
| 6M | -12.8% | -24.2% | +11.4% | -13.1% |
| YTD | -21.3% | -2.7% | -18.5% | -22.4% |
| 1Y | +4.6% | -3.7% | +8.3% | +6.7% |
| All | +4.6% | -3.5% | +8.1% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling