+578.0%
FE vs HSY
+1,152.5%
-574.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | 0.0% | +7.5% | -7.6% | -2.5% |
| 30D | +5.2% | +11.1% | -5.9% | +1.4% |
| 3M | 0.0% | -1.9% | +1.9% | +0.4% |
| 6M | +5.0% | -3.0% | +8.0% | +5.5% |
| YTD | +7.9% | 0.0% | +7.9% | +6.6% |
| 1Y | +6.3% | +9.4% | -3.1% | +1.9% |
| 3Y | +46.0% | +3.8% | +42.3% | +39.4% |
| 5Y | +45.6% | +15.2% | +30.5% | +33.3% |
| 10Y | +109.3% | +126.9% | -17.5% | +54.3% |
| All | +578.0% | +1,152.5% | -574.5% | +198.0% |
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