-83.6%
FIG vs HSY
-1.7%
-81.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.9% |
| 7D | -14.3% | +1.1% | -15.4% | -14.3% |
| 30D | -13.6% | +7.7% | -21.3% | -13.5% |
| 3M | -23.7% | -2.3% | -21.4% | -24.4% |
| 6M | -5.4% | -5.3% | -0.1% | -8.0% |
| YTD | -49.2% | -0.9% | -48.3% | -50.3% |
| 1Y | -57.4% | +5.2% | -62.6% | -57.7% |
| All | -83.6% | -1.7% | -81.9% | -83.5% |
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