+411.0%
TSM vs HSY
-9.5%
+420.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +6.0% | -1.6% | +7.6% | +5.8% |
| 30D | +4.5% | -4.2% | +8.7% | +3.8% |
| 3M | +3.1% | -0.7% | +3.8% | +3.3% |
| 6M | +30.2% | -21.8% | +52.0% | +27.3% |
| YTD | +45.2% | -2.7% | +47.9% | +46.7% |
| 1Y | +79.6% | -4.8% | +84.4% | +81.3% |
| 3Y | +411.0% | -9.4% | +420.4% | +422.9% |
| All | +411.0% | -9.5% | +420.5% | +422.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling