+86.4%
F vs HSY
+122.8%
-36.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.3% |
| 7D | +1.2% | -1.6% | +2.7% | +1.6% |
| 30D | +1.2% | -4.2% | +5.5% | +2.4% |
| 3M | -5.7% | -0.7% | -4.9% | -5.8% |
| 6M | +17.9% | -21.8% | +39.7% | +26.2% |
| YTD | +10.4% | -2.7% | +13.1% | +10.0% |
| 1Y | +25.3% | -4.8% | +30.2% | +25.5% |
| 3Y | +37.5% | -9.4% | +46.8% | +37.9% |
| 5Y | +46.5% | +11.3% | +35.2% | +33.6% |
| 10Y | +86.4% | +125.0% | -38.6% | +48.9% |
| All | +86.4% | +122.8% | -36.5% | +48.9% |
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