-80.3%
FIG vs HSY
-3.5%
-76.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.7% | -5.7% |
| 7D | -16.4% | -1.6% | -14.8% | -16.5% |
| 30D | -2.3% | -4.2% | +1.9% | -2.8% |
| 3M | +7.8% | -0.7% | +8.5% | +8.0% |
| 6M | -21.8% | -21.8% | -0.1% | -26.1% |
| YTD | -39.1% | -2.7% | -36.5% | -40.2% |
| 1Y | -56.6% | -4.8% | -51.8% | -57.0% |
| All | -80.3% | -3.5% | -76.8% | -80.1% |
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