-72.0%
TTD vs HSY
+10.7%
-82.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +2.7% |
| 7D | +3.7% | +6.6% | -2.9% | +3.5% |
| 30D | +10.4% | +8.4% | +2.1% | +10.4% |
| 3M | -31.6% | -1.8% | -29.8% | -31.7% |
| 6M | -45.1% | -2.6% | -42.5% | -45.2% |
| YTD | -65.1% | -2.0% | -63.2% | -65.4% |
| 1Y | -72.0% | +8.3% | -80.3% | -73.2% |
| All | -72.0% | +10.7% | -82.7% | -73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling