+105.3%
FAST vs HSY
+11.0%
+94.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +4.2% | -2.1% | +6.3% | +4.6% |
| 30D | +6.7% | +6.1% | +0.6% | +5.2% |
| 3M | +8.0% | -5.6% | +13.7% | +9.2% |
| 6M | +27.4% | -9.5% | +37.0% | +29.7% |
| YTD | +40.5% | -2.1% | +42.6% | +39.9% |
| 1Y | +38.4% | +0.8% | +37.6% | +36.8% |
| 3Y | +98.7% | -2.1% | +100.8% | +94.5% |
| All | +105.3% | +11.0% | +94.3% | +77.4% |
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 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