-52.0%
FIS vs HSY
+131.3%
-183.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.4% | +5.3% | +6.2% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | -11.8% | +7.7% | -19.5% | -14.7% |
| 3M | -28.5% | -2.3% | -26.2% | -28.2% |
| 6M | -27.0% | -5.3% | -21.7% | -26.0% |
| YTD | -53.1% | -0.9% | -52.2% | -53.8% |
| 1Y | -52.8% | +5.2% | -58.0% | -54.7% |
| 3Y | -37.5% | +0.7% | -38.2% | -40.9% |
| 5Y | -71.1% | +12.2% | -83.3% | -74.9% |
| 10Y | -52.0% | +131.1% | -183.1% | -66.6% |
| All | -52.0% | +131.3% | -183.3% | -66.6% |
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 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