+448.7%
FIX vs HSY
+3.5%
+445.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +5.6% |
| 7D | -17.5% | +7.5% | -25.0% | -15.2% |
| 30D | -41.6% | +11.1% | -52.6% | -39.2% |
| 3M | -40.6% | -1.9% | -38.7% | -40.1% |
| 6M | -49.4% | -3.0% | -46.4% | -48.6% |
| YTD | +9.2% | 0.0% | +9.1% | +13.0% |
| 1Y | +6.5% | +9.4% | -3.0% | +12.7% |
| 3Y | +448.7% | +3.8% | +445.0% | +470.9% |
| All | +448.7% | +3.5% | +445.2% | +470.9% |
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 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