+341.5%
TSM vs HSY
0.0%
+341.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +2.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.1% |
| 30D | -14.3% | +6.6% | -20.9% | -12.9% |
| 3M | -7.2% | -4.1% | -3.1% | -7.4% |
| 6M | -5.1% | -5.2% | +0.1% | -5.0% |
| YTD | +28.9% | -2.5% | +31.4% | +30.9% |
| 1Y | +37.1% | +4.7% | +32.3% | +40.9% |
| 3Y | +341.5% | +0.6% | +340.9% | +347.1% |
| All | +341.5% | 0.0% | +341.5% | +347.1% |
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