+22,131.9%
TSLA vs HSY
+423.2%
+21,708.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.6% |
| 7D | +1.5% | -3.3% | +4.8% | +2.4% |
| 30D | +10.1% | -2.8% | +12.9% | +10.8% |
| 3M | -15.4% | -4.5% | -10.9% | -14.9% |
| 6M | -12.8% | -24.2% | +11.4% | -6.6% |
| YTD | -21.3% | -2.7% | -18.5% | -22.0% |
| 1Y | +4.6% | -3.7% | +8.3% | +3.8% |
| 3Y | +44.5% | -11.5% | +56.0% | +44.1% |
| 5Y | +44.8% | +10.3% | +34.5% | +29.6% |
| 10Y | +2,585.4% | +122.1% | +2,463.3% | +1,703.0% |
| All | +22,131.9% | +423.2% | +21,708.7% | +10,729.6% |
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 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