+24,401.0%
TSLA vs HSY
+426.6%
+23,974.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +8.9% | -2.1% | +11.1% | +9.5% |
| 30D | +6.3% | +6.1% | +0.2% | +4.3% |
| 3M | +14.8% | -5.6% | +20.4% | +16.0% |
| 6M | -12.4% | -9.5% | -2.8% | -10.9% |
| YTD | -13.2% | -2.1% | -11.1% | -14.5% |
| 1Y | -2.9% | +0.8% | -3.7% | -5.2% |
| 3Y | +74.4% | -2.1% | +76.6% | +66.8% |
| 5Y | +13.3% | +11.2% | +2.0% | +1.0% |
| 10Y | +3,004.2% | +128.3% | +2,875.9% | +1,957.9% |
| All | +24,401.0% | +426.6% | +23,974.5% | +11,767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling