+46.2%
TSLA vs HSY
+10.6%
+35.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +3.0% | -3.0% | +6.0% | +2.9% |
| 30D | +11.2% | -5.0% | +16.2% | +11.0% |
| 3M | -7.3% | -1.3% | -6.0% | -7.3% |
| 6M | -7.7% | -21.5% | +13.8% | -7.5% |
| YTD | -18.2% | -3.3% | -14.9% | -18.4% |
| 1Y | +6.0% | -5.5% | +11.5% | +5.9% |
| 3Y | +48.0% | -9.9% | +57.9% | +48.9% |
| 5Y | +46.2% | +11.3% | +34.8% | +59.3% |
| All | +46.2% | +10.6% | +35.6% | +59.3% |
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