+499.7%
FICO vs HSY
+125.6%
+374.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -0.9% | +7.5% | -8.5% | -4.1% |
| 30D | +3.3% | +11.1% | -7.7% | -1.2% |
| 3M | -31.7% | -1.9% | -29.8% | -31.0% |
| 6M | -34.0% | -3.0% | -31.0% | -33.2% |
| YTD | -58.3% | 0.0% | -58.4% | -58.7% |
| 1Y | -57.9% | +9.4% | -67.4% | -59.9% |
| 3Y | -24.1% | +3.8% | -27.8% | -28.9% |
| 5Y | +85.3% | +15.2% | +70.1% | +54.8% |
| All | +499.7% | +125.6% | +374.1% | +272.6% |
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 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