+156.3%
FDX vs HSY
+122.5%
+33.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.1% |
| 7D | +0.2% | +1.3% | -1.1% | -0.2% |
| 30D | +9.3% | +6.6% | +2.7% | +7.5% |
| 3M | +0.5% | -4.1% | +4.6% | +1.3% |
| 6M | +5.3% | -5.2% | +10.6% | +6.1% |
| YTD | +38.6% | -2.5% | +41.1% | +38.2% |
| 1Y | +53.5% | +4.7% | +48.8% | +50.3% |
| 3Y | +74.2% | +0.6% | +73.7% | +68.7% |
| 5Y | +75.3% | +11.7% | +63.6% | +61.1% |
| 10Y | +156.3% | +120.0% | +36.3% | +106.4% |
| All | +156.3% | +122.5% | +33.8% | +106.4% |
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 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