+76.5%
TXN vs HSY
-9.3%
+85.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.8% |
| 7D | +4.0% | +0.1% | +3.9% | +4.0% |
| 30D | -2.9% | -5.2% | +2.3% | -2.7% |
| 3M | -9.1% | -3.4% | -5.7% | -9.0% |
| 6M | +36.6% | -19.2% | +55.8% | +39.5% |
| YTD | +57.5% | -2.6% | +60.1% | +57.4% |
| 1Y | +49.5% | -3.8% | +53.3% | +49.5% |
| 3Y | +76.5% | -10.6% | +87.2% | +79.7% |
| All | +76.5% | -9.3% | +85.9% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling