+2,625.3%
FN vs HSY
+429.3%
+2,196.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +1.7% | -15.9% | -14.6% |
| 7D | -16.0% | +10.7% | -26.7% | -17.8% |
| 30D | -40.1% | +10.3% | -50.4% | -41.6% |
| 3M | -43.9% | -0.4% | -43.5% | -44.2% |
| 6M | -55.6% | -2.5% | -53.1% | -55.9% |
| YTD | -35.7% | -0.3% | -35.3% | -36.5% |
| 1Y | -39.8% | +7.6% | -47.4% | -41.8% |
| 3Y | +80.3% | +3.2% | +77.1% | +70.7% |
| 5Y | +143.3% | +14.7% | +128.5% | +117.8% |
| 10Y | +682.3% | +126.0% | +556.3% | +428.2% |
| All | +2,625.3% | +429.3% | +2,196.0% | +790.9% |
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