+101.7%
FICO vs HSY
+10.4%
+91.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.5% |
| 7D | -19.2% | -3.3% | -15.9% | -18.7% |
| 30D | -14.6% | -2.8% | -11.8% | -14.2% |
| 3M | -20.1% | -4.5% | -15.6% | -19.5% |
| 6M | -36.3% | -24.2% | -12.1% | -34.1% |
| YTD | -44.9% | -2.7% | -42.1% | -44.6% |
| 1Y | -38.6% | -3.7% | -34.9% | -38.3% |
| 3Y | +4.0% | -11.5% | +15.5% | +5.8% |
| All | +101.7% | +10.4% | +91.3% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling