+545.7%
FICO vs HSY
+121.1%
+424.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +0.9% | +3.8% | -3.0% | -0.9% |
| 30D | +9.4% | +6.9% | +2.6% | +6.2% |
| 3M | -30.4% | -4.1% | -26.3% | -29.1% |
| 6M | -35.1% | -5.0% | -30.1% | -33.8% |
| YTD | -56.8% | -2.3% | -54.5% | -56.8% |
| 1Y | -58.4% | +6.1% | -64.5% | -59.9% |
| 3Y | -26.7% | -0.7% | -26.0% | -29.9% |
| 5Y | +88.0% | +9.9% | +78.1% | +61.2% |
| 10Y | +545.7% | +127.8% | +417.9% | +297.0% |
| All | +545.7% | +121.1% | +424.6% | +297.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling