+47.5%
FITB vs HSY
+11.0%
+36.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +2.8% | -2.1% | +4.9% | +3.0% |
| 30D | +9.8% | +6.1% | +3.7% | +8.8% |
| 3M | -5.2% | -5.6% | +0.5% | -4.5% |
| 6M | +17.3% | -9.5% | +26.9% | +18.6% |
| YTD | +19.3% | -2.1% | +21.4% | +18.8% |
| 1Y | +32.7% | +0.8% | +31.9% | +31.5% |
| 3Y | +141.6% | -2.1% | +143.7% | +137.5% |
| All | +47.5% | +11.0% | +36.5% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling