+50.9%
FERG vs HSY
-9.9%
+60.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | +0.9% | -3.0% | +3.9% | +1.3% |
| 30D | -15.1% | -5.0% | -10.0% | -14.4% |
| 3M | -4.8% | -1.3% | -3.5% | -4.8% |
| 6M | -2.5% | -21.5% | +19.0% | +1.2% |
| YTD | +1.8% | -3.3% | +5.1% | +1.9% |
| 1Y | -0.3% | -5.5% | +5.2% | +0.1% |
| All | +50.9% | -9.9% | +60.8% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling