+109.2%
FE vs HSY
+122.8%
-13.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | -2.1% | -4.2% | +2.1% | -0.4% |
| 3M | +2.6% | -0.7% | +3.3% | +2.5% |
| 6M | -6.8% | -21.8% | +15.0% | +2.9% |
| YTD | +6.9% | -2.7% | +9.5% | +6.4% |
| 1Y | +11.6% | -4.8% | +16.4% | +11.7% |
| 3Y | +47.7% | -9.4% | +57.1% | +47.8% |
| 5Y | +46.2% | +11.3% | +34.9% | +27.4% |
| 10Y | +109.2% | +125.0% | -15.8% | +34.9% |
| All | +109.2% | +122.8% | -13.7% | +34.9% |
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