+6.5%
FIX vs HSY
+8.8%
-2.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +5.6% |
| 7D | -17.5% | +7.5% | -25.0% | -14.5% |
| 30D | -41.6% | +11.1% | -52.6% | -38.6% |
| 3M | -40.6% | -1.9% | -38.7% | -39.5% |
| 6M | -49.4% | -3.0% | -46.4% | -47.8% |
| YTD | +9.2% | 0.0% | +9.1% | +16.0% |
| 1Y | +6.5% | +9.4% | -3.0% | +8.0% |
| All | +6.5% | +8.8% | -2.3% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling