+67.3%
F vs HSY
+128.6%
-61.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.5% |
| 30D | 0.0% | +6.1% | -6.1% | -1.8% |
| 3M | -13.2% | -5.6% | -7.6% | -11.9% |
| 6M | -10.2% | -9.5% | -0.7% | -8.0% |
| YTD | -4.9% | -2.1% | -2.8% | -5.5% |
| 1Y | -6.1% | +0.8% | -6.9% | -7.6% |
| 3Y | +46.0% | -2.1% | +48.1% | +42.2% |
| 5Y | -15.7% | +11.2% | -26.9% | -23.3% |
| All | +67.3% | +128.6% | -61.3% | +25.0% |
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