+284.0%
FITB vs HSY
+128.6%
+155.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -5.7% | -5.2% | -0.5% | -3.9% |
| 3M | +3.2% | -3.4% | +6.6% | +4.0% |
| 6M | +23.4% | -19.2% | +42.6% | +32.6% |
| YTD | +18.8% | -2.6% | +21.4% | +18.0% |
| 1Y | +25.0% | -3.8% | +28.8% | +24.2% |
| 3Y | +131.2% | -10.6% | +141.8% | +131.7% |
| 5Y | +70.7% | +12.3% | +58.4% | +45.4% |
| All | +284.0% | +128.6% | +155.4% | +187.9% |
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