-39.3%
FICO vs HSY
-3.3%
-36.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -15.4% | -1.6% | -13.9% | -15.1% |
| 30D | -10.4% | -4.2% | -6.1% | -9.3% |
| 3M | -22.7% | -0.7% | -22.0% | -21.9% |
| 6M | -36.8% | -21.8% | -15.0% | -35.0% |
| YTD | -44.8% | -2.7% | -42.1% | -43.7% |
| 1Y | -39.3% | -4.8% | -34.5% | -37.7% |
| All | -39.3% | -3.3% | -36.0% | -37.7% |
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