+3,125.8%
TSLA vs HSY
+128.6%
+2,997.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +8.9% | -2.1% | +11.1% | +9.3% |
| 30D | +6.3% | +6.1% | +0.2% | +4.8% |
| 3M | +14.8% | -5.6% | +20.4% | +15.7% |
| 6M | -12.4% | -9.5% | -2.8% | -11.1% |
| YTD | -13.2% | -2.1% | -11.1% | -14.3% |
| 1Y | -2.9% | +0.8% | -3.7% | -4.9% |
| 3Y | +74.4% | -2.1% | +76.6% | +68.1% |
| 5Y | +13.3% | +11.2% | +2.0% | +1.4% |
| All | +3,125.8% | +128.6% | +2,997.3% | +2,266.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling