+755.5%
FN vs HSY
+127.3%
+628.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.0% |
| 7D | +20.8% | -2.3% | +23.1% | +21.0% |
| 30D | -17.3% | +6.3% | -23.6% | -18.0% |
| 3M | -38.1% | -5.2% | -32.9% | -37.9% |
| 6M | -44.2% | -8.3% | -35.9% | -43.9% |
| YTD | -22.3% | -2.7% | -19.6% | -22.5% |
| 1Y | -20.9% | +0.1% | -21.1% | -21.5% |
| 3Y | +111.1% | -1.0% | +112.1% | +105.7% |
| 5Y | +191.8% | +10.6% | +181.2% | +170.3% |
| All | +755.5% | +127.3% | +628.2% | +589.2% |
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 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