+376.5%
FIS vs HSY
+944.7%
-568.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +1.1% | -3.3% | +4.4% | +2.4% |
| 30D | -2.2% | -2.8% | +0.6% | -1.2% |
| 3M | +2.1% | -4.5% | +6.6% | +3.9% |
| 6M | -14.7% | -24.2% | +9.5% | -5.2% |
| YTD | -35.7% | -2.7% | -33.0% | -35.8% |
| 1Y | -37.1% | -3.7% | -33.3% | -37.1% |
| 3Y | -20.0% | -11.5% | -8.5% | -19.4% |
| 5Y | -62.1% | +10.3% | -72.5% | -65.8% |
| 10Y | -37.4% | +122.1% | -159.5% | -58.0% |
| All | +376.5% | +944.7% | -568.2% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling