-28.0%
FICO vs HSY
+0.7%
-28.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.5% |
| 7D | +4.0% | +1.1% | +2.9% | +3.7% |
| 30D | -1.5% | +7.7% | -9.2% | -3.1% |
| 3M | -29.8% | -2.3% | -27.5% | -29.7% |
| 6M | -33.3% | -5.3% | -27.9% | -33.1% |
| YTD | -56.9% | -0.9% | -56.0% | -56.9% |
| 1Y | -59.5% | +5.2% | -64.7% | -59.7% |
| All | -28.0% | +0.7% | -28.7% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling