-65.6%
FIS vs HSY
+13.1%
-78.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | -3.5% | -1.6% | -1.9% | -3.1% |
| 30D | -7.8% | -4.2% | -3.6% | -7.0% |
| 3M | +0.8% | -0.7% | +1.6% | +1.0% |
| 6M | -21.9% | -21.8% | -0.1% | -18.2% |
| YTD | -39.5% | -2.7% | -36.8% | -39.6% |
| 1Y | -41.0% | -4.8% | -36.2% | -40.9% |
| 3Y | -23.6% | -9.4% | -14.2% | -23.0% |
| 5Y | -65.6% | +11.3% | -76.9% | -67.7% |
| All | -65.6% | +13.1% | -78.8% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling