+67.7%
FERG vs HSY
+12.0%
+55.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -8.9% | -5.2% | -3.7% | -8.1% |
| 3M | -2.0% | -3.4% | +1.4% | -1.6% |
| 6M | -3.2% | -19.2% | +16.0% | +0.4% |
| YTD | +1.5% | -2.6% | +4.1% | +1.4% |
| 1Y | +0.5% | -3.8% | +4.3% | +0.6% |
| 3Y | +50.4% | -10.6% | +61.0% | +51.9% |
| All | +67.7% | +12.0% | +55.8% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling