+1,815.4%
TSM vs HSY
+124.3%
+1,691.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.8% | -3.0% | +7.7% | +5.1% |
| 30D | +4.0% | -5.0% | +9.1% | +4.6% |
| 3M | +2.0% | -1.3% | +3.3% | +1.8% |
| 6M | +25.5% | -21.5% | +47.0% | +29.3% |
| YTD | +44.0% | -3.3% | +47.3% | +43.8% |
| 1Y | +75.4% | -5.5% | +80.9% | +75.5% |
| 3Y | +406.7% | -9.9% | +416.7% | +407.5% |
| 5Y | +285.0% | +11.3% | +273.6% | +252.1% |
| 10Y | +1,815.4% | +128.1% | +1,687.3% | +1,364.2% |
| All | +1,815.4% | +124.3% | +1,691.1% | +1,364.2% |
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