+1,335.0%
FERG vs HSY
+614.9%
+720.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.4% | -1.6% | +4.9% | +3.5% |
| 30D | -11.5% | -4.2% | -7.3% | -11.3% |
| 3M | +1.3% | -0.7% | +2.0% | +1.3% |
| 6M | -1.0% | -21.8% | +20.8% | +0.5% |
| YTD | +3.2% | -2.7% | +5.9% | +3.3% |
| 1Y | -3.0% | -4.8% | +1.9% | -2.8% |
| 3Y | +55.0% | -9.4% | +64.4% | +55.0% |
| 5Y | +72.6% | +11.3% | +61.4% | +72.6% |
| 10Y | +358.9% | +125.0% | +233.9% | +365.8% |
| All | +1,335.0% | +614.9% | +720.1% | +1,500.3% |
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