+206.5%
FITB vs HSY
+128.6%
+77.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.8% | -2.1% | +4.9% | +3.5% |
| 30D | +9.8% | +6.1% | +3.7% | +7.1% |
| 3M | -5.2% | -5.6% | +0.5% | -3.5% |
| 6M | +17.3% | -9.5% | +26.9% | +20.8% |
| YTD | +19.3% | -2.1% | +21.4% | +17.9% |
| 1Y | +32.7% | +0.8% | +31.9% | +29.4% |
| 3Y | +141.6% | -2.1% | +143.7% | +130.2% |
| 5Y | +48.9% | +11.2% | +37.6% | +26.5% |
| All | +206.5% | +128.6% | +77.9% | +128.2% |
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