+153.5%
FDX vs HSY
+128.6%
+25.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.4% |
| 7D | +5.2% | -2.1% | +7.3% | +5.7% |
| 30D | +11.3% | +6.1% | +5.2% | +9.6% |
| 3M | -4.1% | -5.6% | +1.5% | -3.0% |
| 6M | +9.6% | -9.5% | +19.2% | +11.8% |
| YTD | +40.9% | -2.1% | +43.0% | +40.3% |
| 1Y | +53.0% | +0.8% | +52.2% | +51.2% |
| 3Y | +74.1% | -2.1% | +76.2% | +70.0% |
| 5Y | +75.1% | +11.2% | +63.9% | +61.1% |
| All | +153.5% | +128.6% | +25.0% | +102.9% |
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