+1,643.1%
TSM vs HSY
+128.6%
+1,514.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | +6.2% | -2.1% | +8.3% | +6.4% |
| 30D | -7.3% | +6.1% | -13.4% | -7.9% |
| 3M | -7.1% | -5.6% | -1.5% | -6.7% |
| 6M | +0.2% | -9.5% | +9.8% | +1.1% |
| YTD | +32.2% | -2.1% | +34.3% | +31.8% |
| 1Y | +42.8% | +0.8% | +42.0% | +41.6% |
| 3Y | +330.4% | -2.1% | +332.5% | +322.1% |
| 5Y | +263.9% | +11.2% | +252.7% | +233.9% |
| All | +1,643.1% | +128.6% | +1,514.5% | +1,234.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling