+175.5%
FDX vs HSY
+122.8%
+52.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | -3.3% | -1.6% | -1.8% | -3.0% |
| 30D | -1.4% | -4.2% | +2.8% | -0.4% |
| 3M | -4.5% | -0.7% | -3.8% | -4.5% |
| 6M | +9.4% | -21.8% | +31.2% | +15.6% |
| YTD | +36.0% | -2.7% | +38.7% | +35.9% |
| 1Y | +75.5% | -4.8% | +80.3% | +75.9% |
| 3Y | +62.8% | -9.4% | +72.2% | +62.9% |
| 5Y | +64.4% | +11.3% | +53.1% | +51.5% |
| 10Y | +175.5% | +125.0% | +50.4% | +123.1% |
| All | +175.5% | +122.8% | +52.6% | +123.1% |
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