-41.4%
FIS vs HSY
+127.1%
-168.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -9.1% | -3.0% | -6.1% | -8.0% |
| 30D | -10.4% | -5.0% | -5.4% | -8.7% |
| 3M | -3.7% | -1.3% | -2.4% | -3.3% |
| 6M | -24.8% | -21.5% | -3.3% | -17.7% |
| YTD | -41.6% | -3.3% | -38.3% | -41.6% |
| 1Y | -42.7% | -5.5% | -37.3% | -42.5% |
| 3Y | -26.2% | -9.9% | -16.3% | -26.0% |
| 5Y | -66.1% | +11.3% | -77.5% | -70.4% |
| All | -41.4% | +127.1% | -168.5% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling