+81.3%
FN vs HSY
+3.1%
+78.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.7% | -15.9% | -13.8% |
| 7D | -16.0% | +10.7% | -26.7% | -13.8% |
| 30D | -40.1% | +10.3% | -50.4% | -38.5% |
| 3M | -43.9% | -0.4% | -43.5% | -43.4% |
| 6M | -55.6% | -2.5% | -53.1% | -55.0% |
| YTD | -35.7% | -0.3% | -35.3% | -33.8% |
| 1Y | -39.8% | +7.6% | -47.4% | -37.3% |
| All | +81.3% | +3.1% | +78.2% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling