+794.1%
FN vs HSY
+121.1%
+673.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.0% | -4.8% |
| 7D | -4.1% | +3.8% | -7.9% | -4.5% |
| 30D | -28.3% | +6.9% | -35.2% | -29.0% |
| 3M | -33.9% | -4.1% | -29.8% | -33.7% |
| 6M | -43.9% | -5.0% | -38.9% | -43.9% |
| YTD | -23.4% | -2.3% | -21.2% | -23.7% |
| 1Y | -25.4% | +6.1% | -31.5% | -26.7% |
| 3Y | +107.9% | -0.7% | +108.6% | +102.5% |
| 5Y | +195.1% | +9.9% | +185.2% | +174.1% |
| 10Y | +794.1% | +127.8% | +666.3% | +612.5% |
| All | +794.1% | +121.1% | +673.0% | +612.5% |
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