-12.2%
TSLA vs HSY
-3.5%
-8.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +3.4% |
| 7D | +1.5% | +1.1% | +0.4% | +1.9% |
| 30D | +3.4% | +7.7% | -4.3% | +6.1% |
| 3M | +17.4% | -2.3% | +19.7% | +17.2% |
| 6M | -12.2% | -5.3% | -6.9% | -11.7% |
| All | -12.2% | -3.5% | -8.6% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling