+531.8%
FAST vs HSY
+121.1%
+410.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.8% | +3.8% | +1.0% | +3.6% |
| 30D | +8.6% | +6.9% | +1.7% | +6.2% |
| 3M | +5.7% | -4.1% | +9.8% | +6.7% |
| 6M | +25.5% | -5.0% | +30.5% | +26.6% |
| YTD | +39.6% | -2.3% | +41.9% | +38.8% |
| 1Y | +35.5% | +6.1% | +29.4% | +31.1% |
| 3Y | +96.2% | -0.7% | +96.9% | +89.1% |
| 5Y | +110.2% | +9.9% | +100.3% | +93.6% |
| 10Y | +531.8% | +127.8% | +404.0% | +370.4% |
| All | +531.8% | +121.1% | +410.7% | +370.4% |
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