+10.3%
TSLA vs HSY
+11.5%
-1.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +3.0% |
| 7D | +1.5% | +1.1% | +0.4% | +1.5% |
| 30D | +3.4% | +7.7% | -4.3% | +3.6% |
| 3M | +17.4% | -2.3% | +19.7% | +17.5% |
| 6M | -12.2% | -5.3% | -6.9% | -12.0% |
| YTD | -13.1% | -0.9% | -12.2% | -13.2% |
| 1Y | -11.1% | +5.2% | -16.3% | -11.5% |
| 3Y | +82.1% | +0.7% | +81.3% | +80.3% |
| 5Y | +10.3% | +12.2% | -2.0% | +10.6% |
| All | +10.3% | +11.5% | -1.2% | +10.6% |
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