+16.4%
FANG vs HSY
-19.4%
+35.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.6% |
| 7D | +1.2% | -0.4% | +1.6% | +1.1% |
| 30D | +2.4% | -3.4% | +5.8% | +1.7% |
| 3M | +5.1% | -0.5% | +5.6% | +5.5% |
| 6M | +16.4% | -19.1% | +35.6% | +13.5% |
| All | +16.4% | -19.4% | +35.9% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling