-99.2%
FCEL vs HSY
+130.0%
-229.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.2% | -6.2% |
| 7D | +6.3% | -0.4% | +6.7% | +6.3% |
| 30D | -18.8% | -3.4% | -15.4% | -18.4% |
| 3M | -3.8% | -0.5% | -3.3% | -4.8% |
| 6M | +121.1% | -19.1% | +140.3% | +131.0% |
| YTD | +113.3% | -2.1% | +115.3% | +109.5% |
| 1Y | +173.5% | -3.2% | +176.7% | +169.9% |
| 3Y | -63.9% | -8.8% | -55.1% | -64.5% |
| 5Y | -90.7% | +13.0% | -103.6% | -91.8% |
| All | -99.2% | +130.0% | -229.1% | -99.3% |
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