+131.1%
FITB vs HSY
-9.5%
+140.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +2.8% | -1.6% | +4.4% | +3.0% |
| 30D | -4.5% | -4.2% | -0.3% | -4.2% |
| 3M | +5.7% | -0.7% | +6.4% | +5.6% |
| 6M | +17.1% | -21.8% | +38.9% | +19.6% |
| YTD | +18.3% | -2.7% | +21.0% | +18.2% |
| 1Y | +23.9% | -4.8% | +28.7% | +23.9% |
| 3Y | +131.1% | -9.4% | +140.5% | +122.0% |
| All | +131.1% | -9.5% | +140.6% | +122.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling