-90.7%
FCEL vs HSY
+12.8%
-103.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.2% | -5.8% |
| 7D | +6.3% | -0.4% | +6.7% | +6.2% |
| 30D | -18.8% | -3.4% | -15.4% | -19.0% |
| 3M | -3.8% | -0.5% | -3.3% | -3.9% |
| 6M | +121.1% | -19.1% | +140.3% | +123.5% |
| YTD | +113.3% | -2.1% | +115.3% | +112.7% |
| 1Y | +173.5% | -3.2% | +176.7% | +173.1% |
| 3Y | -63.9% | -8.8% | -55.1% | -65.1% |
| 5Y | -90.7% | +13.0% | -103.6% | -85.3% |
| All | -90.7% | +12.8% | -103.5% | -85.3% |
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 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