+507.7%
FAST vs HSY
+122.8%
+384.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.3% | -1.6% | +2.8% | +1.7% |
| 30D | -4.7% | -4.2% | -0.5% | -3.6% |
| 3M | +7.9% | -0.7% | +8.7% | +7.9% |
| 6M | +7.4% | -21.8% | +29.2% | +15.2% |
| YTD | +25.1% | -2.7% | +27.7% | +24.8% |
| 1Y | +4.7% | -4.8% | +9.5% | +5.0% |
| 3Y | +94.7% | -9.4% | +104.1% | +94.9% |
| 5Y | +106.8% | +11.3% | +95.5% | +90.1% |
| 10Y | +507.7% | +125.0% | +382.7% | +372.4% |
| All | +507.7% | +122.8% | +384.8% | +372.4% |
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