+826.4%
FN vs HSY
+122.5%
+703.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.6% | +14.4% | +12.1% |
| 7D | +16.3% | +1.3% | +15.0% | +16.0% |
| 30D | -24.7% | +6.6% | -31.3% | -25.4% |
| 3M | -34.9% | -4.1% | -30.8% | -34.8% |
| 6M | -41.1% | -5.2% | -35.9% | -41.0% |
| YTD | -19.6% | -2.5% | -17.1% | -19.9% |
| 1Y | -18.5% | +4.7% | -23.3% | -19.8% |
| 3Y | +119.1% | +0.6% | +118.6% | +112.5% |
| 5Y | +206.9% | +11.7% | +195.3% | +183.4% |
| 10Y | +826.4% | +120.0% | +706.5% | +644.5% |
| All | +826.4% | +122.5% | +703.9% | +644.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling