+67.2%
F vs HSY
+127.3%
-60.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.3% |
| 7D | -3.9% | -2.3% | -1.5% | -3.2% |
| 30D | -0.5% | +6.3% | -6.7% | -2.4% |
| 3M | -12.9% | -5.2% | -7.7% | -11.7% |
| 6M | +1.5% | -8.3% | +9.8% | +3.7% |
| YTD | -5.0% | -2.7% | -2.4% | -5.4% |
| 1Y | -7.3% | +0.1% | -7.5% | -8.6% |
| 3Y | +45.3% | -1.0% | +46.3% | +40.9% |
| 5Y | -15.8% | +10.6% | -26.4% | -23.2% |
| All | +67.2% | +127.3% | -60.1% | +25.1% |
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 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