+119.1%
FN vs HSY
0.0%
+119.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.6% | +14.4% | +11.2% |
| 7D | +16.3% | +1.3% | +15.0% | +17.0% |
| 30D | -24.7% | +6.6% | -31.3% | -23.3% |
| 3M | -34.9% | -4.1% | -30.8% | -34.8% |
| 6M | -41.1% | -5.2% | -35.9% | -40.6% |
| YTD | -19.6% | -2.5% | -17.1% | -17.7% |
| 1Y | -18.5% | +4.7% | -23.3% | -15.6% |
| 3Y | +119.1% | +0.6% | +118.6% | +122.4% |
| All | +119.1% | 0.0% | +119.2% | +122.4% |
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