-40.7%
FIS vs HSY
+130.0%
-170.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | -0.1% | +0.7% |
| 7D | -8.9% | -0.4% | -8.5% | -8.7% |
| 30D | -9.9% | -3.4% | -6.5% | -8.7% |
| 3M | 0.0% | -0.5% | +0.5% | +0.1% |
| 6M | -22.9% | -19.1% | -3.7% | -16.7% |
| YTD | -40.9% | -2.1% | -38.8% | -41.2% |
| 1Y | -40.4% | -3.2% | -37.2% | -40.7% |
| 3Y | -25.4% | -8.8% | -16.6% | -25.5% |
| 5Y | -64.8% | +13.0% | -77.8% | -69.5% |
| All | -40.7% | +130.0% | -170.6% | -57.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling