-80.6%
TTD vs HSY
+13.1%
-93.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +1.7% | -1.6% | +3.3% | +1.7% |
| 30D | +1.6% | -4.2% | +5.8% | +1.5% |
| 3M | -27.8% | -0.7% | -27.1% | -27.8% |
| 6M | -52.1% | -21.8% | -30.3% | -52.7% |
| YTD | -63.1% | -2.7% | -60.4% | -63.2% |
| 1Y | -73.1% | -4.8% | -68.2% | -73.1% |
| 3Y | -83.3% | -9.4% | -73.9% | -83.2% |
| 5Y | -80.6% | +11.3% | -91.9% | -77.1% |
| All | -80.6% | +13.1% | -93.7% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling