+3.1%
FERG vs HSY
+10.7%
-7.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +2.2% |
| 7D | +7.7% | +6.6% | +1.2% | +6.8% |
| 30D | +11.5% | +8.4% | +3.1% | +10.3% |
| 3M | -2.4% | -1.8% | -0.6% | -2.3% |
| 6M | -4.0% | -2.6% | -1.4% | -4.0% |
| YTD | +13.4% | -2.0% | +15.3% | +10.9% |
| 1Y | +3.1% | +8.3% | -5.3% | -2.8% |
| All | +3.1% | +10.7% | -7.6% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling