+13,171.6%
TSM vs HSY
+1,138.1%
+12,033.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.8% | +4.0% |
| 7D | +4.4% | +1.1% | +3.3% | +4.2% |
| 30D | -7.0% | +7.7% | -14.7% | -8.6% |
| 3M | -1.8% | -2.3% | +0.5% | -1.8% |
| 6M | +2.7% | -5.3% | +8.0% | +2.7% |
| YTD | +37.1% | -0.9% | +38.0% | +35.5% |
| 1Y | +43.5% | +5.2% | +38.2% | +39.9% |
| 3Y | +341.5% | +0.7% | +340.8% | +324.7% |
| 5Y | +278.9% | +12.2% | +266.7% | +250.1% |
| 10Y | +1,641.8% | +131.1% | +1,510.7% | +1,224.0% |
| All | +13,171.6% | +1,138.1% | +12,033.5% | +5,642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling