+120.9%
FE vs HSY
+121.1%
-0.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.1% |
| 7D | -0.5% | +3.8% | -4.3% | -2.1% |
| 30D | +4.3% | +6.9% | -2.6% | +1.2% |
| 3M | +0.4% | -4.1% | +4.5% | +1.8% |
| 6M | +6.9% | -5.0% | +11.9% | +8.4% |
| YTD | +8.0% | -2.3% | +10.3% | +7.1% |
| 1Y | +4.8% | +6.1% | -1.3% | 0.0% |
| 3Y | +49.0% | -0.7% | +49.6% | +41.5% |
| 5Y | +46.2% | +9.9% | +36.3% | +28.2% |
| 10Y | +120.9% | +127.8% | -6.9% | +36.4% |
| All | +120.9% | +121.1% | -0.2% | +36.4% |
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