+225.6%
FANG vs HSY
+12.0%
+213.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +2.6% | -5.2% | +7.8% | +2.9% |
| 3M | +7.6% | -3.4% | +11.0% | +7.8% |
| 6M | +17.3% | -19.2% | +36.5% | +19.4% |
| YTD | +38.7% | -2.6% | +41.3% | +38.1% |
| 1Y | +51.6% | -3.8% | +55.4% | +51.2% |
| 3Y | +50.0% | -10.6% | +60.6% | +50.6% |
| All | +225.6% | +12.0% | +213.6% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling