+3,916.3%
FDX vs HSY
+4,530.8%
-614.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -1.6% | +7.5% | -9.2% | -3.9% |
| 30D | +6.6% | +11.1% | -4.5% | +3.1% |
| 3M | -2.1% | -1.9% | -0.1% | -1.6% |
| 6M | +2.2% | -3.0% | +5.1% | +2.4% |
| YTD | +33.9% | 0.0% | +33.9% | +32.4% |
| 1Y | +50.2% | +9.4% | +40.8% | +44.3% |
| 3Y | +65.5% | +3.8% | +61.8% | +57.7% |
| 5Y | +74.1% | +15.2% | +58.9% | +58.2% |
| 10Y | +156.7% | +126.9% | +29.8% | +81.5% |
| All | +3,916.3% | +4,530.8% | -614.5% | +957.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling