+1,124.0%
TTMI vs HSY
+128.6%
+995.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -8.4% | -5.2% | -3.3% | -7.8% |
| 3M | -32.5% | -3.4% | -29.1% | -32.5% |
| 6M | +32.5% | -19.2% | +51.7% | +37.6% |
| YTD | +83.2% | -2.6% | +85.9% | +81.8% |
| 1Y | +161.7% | -3.8% | +165.4% | +159.5% |
| 3Y | +890.1% | -10.6% | +900.8% | +886.2% |
| 5Y | +832.4% | +12.3% | +820.2% | +732.2% |
| All | +1,124.0% | +128.6% | +995.4% | +887.6% |
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