+92.4%
FOXA vs HSY
+85.7%
+6.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +5.0% | -5.2% | +10.2% | +6.5% |
| 3M | -3.0% | -3.4% | +0.4% | -2.3% |
| 6M | +14.8% | -19.2% | +34.0% | +20.9% |
| YTD | -8.9% | -2.6% | -6.3% | -9.3% |
| 1Y | +13.3% | -3.8% | +17.1% | +12.9% |
| 3Y | +115.4% | -10.6% | +126.0% | +117.0% |
| 5Y | +95.3% | +12.3% | +83.0% | +69.4% |
| All | +92.4% | +85.7% | +6.7% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling