+7,843.3%
FIX vs HSY
+1,118.6%
+6,724.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.1% | +5.4% |
| 7D | -17.5% | +7.5% | -25.0% | -19.3% |
| 30D | -41.6% | +11.1% | -52.6% | -43.6% |
| 3M | -40.6% | -1.9% | -38.7% | -40.8% |
| 6M | -49.4% | -3.0% | -46.4% | -49.8% |
| YTD | +9.2% | 0.0% | +9.1% | +6.8% |
| 1Y | +6.5% | +9.4% | -3.0% | +1.3% |
| 3Y | +448.7% | +3.8% | +445.0% | +409.7% |
| 5Y | +948.7% | +15.2% | +933.6% | +833.4% |
| 10Y | +3,659.7% | +126.9% | +3,532.9% | +2,576.4% |
| All | +7,843.3% | +1,118.6% | +6,724.7% | +3,733.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling