-18.5%
FN vs HSY
+0.7%
-19.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.1% |
| 7D | +0.3% | -2.1% | +2.4% | -0.6% |
| 30D | -16.5% | +6.1% | -22.6% | -14.2% |
| 3M | -42.1% | -5.6% | -36.5% | -41.7% |
| 6M | -52.9% | -9.5% | -43.3% | -51.2% |
| YTD | -28.0% | -2.1% | -25.9% | -22.3% |
| 1Y | -18.5% | +0.8% | -19.3% | -13.6% |
| All | -18.5% | +0.7% | -19.2% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling