+1,598.5%
TSM vs HSY
+121.1%
+1,477.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.8% | +2.0% |
| 7D | -2.1% | +3.8% | -5.9% | -2.4% |
| 30D | -12.5% | +6.9% | -19.4% | -13.2% |
| 3M | -5.0% | -4.1% | -0.9% | -4.7% |
| 6M | -3.2% | -5.0% | +1.8% | -3.1% |
| YTD | +31.5% | -2.3% | +33.8% | +31.0% |
| 1Y | +35.7% | +6.1% | +29.6% | +33.5% |
| 3Y | +323.5% | -0.7% | +324.2% | +313.5% |
| 5Y | +263.4% | +9.9% | +253.5% | +234.9% |
| 10Y | +1,598.5% | +127.8% | +1,470.7% | +1,262.8% |
| All | +1,598.5% | +121.1% | +1,477.4% | +1,262.8% |
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