-58.8%
FICO vs HSY
+5.2%
-64.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.8% |
| 7D | -0.1% | +1.3% | -1.4% | -0.8% |
| 30D | +8.4% | +6.6% | +1.8% | +5.3% |
| 3M | -30.5% | -4.1% | -26.4% | -30.2% |
| 6M | -35.7% | -5.2% | -30.5% | -35.6% |
| YTD | -57.2% | -2.5% | -54.6% | -56.7% |
| All | -58.8% | +5.2% | -64.0% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling