+14.5%
FIX vs HSY
+5.2%
+9.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.6% | +12.0% | +8.2% |
| 7D | -7.2% | +1.3% | -8.5% | -6.1% |
| 30D | -35.1% | +6.6% | -41.7% | -32.9% |
| 3M | -34.3% | -4.1% | -30.2% | -33.7% |
| 6M | -42.9% | -5.2% | -37.7% | -41.8% |
| YTD | +19.5% | -2.5% | +22.0% | +25.0% |
| All | +14.5% | +5.2% | +9.3% | +12.8% |
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