+2.0%
FISV vs HSY
+128.6%
-126.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | 0.0% | -5.2% | +5.2% | +2.2% |
| 3M | -2.8% | -3.4% | +0.6% | -1.5% |
| 6M | -11.8% | -19.2% | +7.4% | -4.3% |
| YTD | -23.2% | -2.6% | -20.6% | -23.9% |
| 1Y | -62.0% | -3.8% | -58.2% | -61.9% |
| 3Y | -57.6% | -10.6% | -47.0% | -57.1% |
| 5Y | -53.4% | +12.3% | -65.7% | -59.9% |
| All | +2.0% | +128.6% | -126.6% | -33.4% |
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