+12,471.5%
FIX vs HSY
+1,084.9%
+11,386.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +6.0% | -3.3% | +9.3% | +7.0% |
| 30D | -7.2% | -2.8% | -4.4% | -6.7% |
| 3M | -15.9% | -4.5% | -11.4% | -15.6% |
| 6M | +12.7% | -24.2% | +37.0% | +20.7% |
| YTD | +72.8% | -2.7% | +75.5% | +71.4% |
| 1Y | +122.9% | -3.7% | +126.6% | +121.0% |
| 3Y | +774.3% | -11.5% | +785.8% | +760.8% |
| 5Y | +2,049.5% | +10.3% | +2,039.1% | +1,850.6% |
| 10Y | +5,821.5% | +122.1% | +5,699.3% | +4,166.5% |
| All | +12,471.5% | +1,084.9% | +11,386.6% | +6,056.2% |
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