+893.7%
TT vs HSY
+122.8%
+770.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | -1.6% | +3.1% | +2.0% |
| 30D | -7.3% | -4.2% | -3.1% | -6.3% |
| 3M | -2.6% | -0.7% | -1.9% | -2.9% |
| 6M | +5.9% | -21.8% | +27.7% | +13.1% |
| YTD | +15.4% | -2.7% | +18.1% | +14.8% |
| 1Y | +8.2% | -4.8% | +13.1% | +8.1% |
| 3Y | +122.7% | -9.4% | +132.0% | +121.4% |
| 5Y | +145.0% | +11.3% | +133.7% | +118.4% |
| 10Y | +893.7% | +125.0% | +768.7% | +624.4% |
| All | +893.7% | +122.8% | +770.9% | +624.4% |
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