+3,689.8%
FN vs HSY
+416.5%
+3,273.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | -1.7% | -3.3% | +1.6% | -1.0% |
| 30D | -22.0% | -2.8% | -19.2% | -21.6% |
| 3M | -43.0% | -4.5% | -38.5% | -42.9% |
| 6M | -27.7% | -24.2% | -3.5% | -23.4% |
| YTD | -10.5% | -2.7% | -7.8% | -10.9% |
| 1Y | +12.5% | -3.7% | +16.2% | +11.9% |
| 3Y | +153.8% | -11.5% | +165.3% | +153.5% |
| 5Y | +288.0% | +10.3% | +277.7% | +252.1% |
| 10Y | +906.4% | +122.1% | +784.3% | +582.3% |
| All | +3,689.8% | +416.5% | +3,273.3% | +1,150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling