+99.6%
FOXA vs HSY
+86.7%
+12.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.6% | +4.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.3% |
| 30D | +10.0% | +6.1% | +3.9% | +8.1% |
| 3M | +5.0% | -5.6% | +10.6% | +6.4% |
| 6M | +3.4% | -9.5% | +12.9% | +5.7% |
| YTD | -5.5% | -2.1% | -3.4% | -6.1% |
| 1Y | +5.5% | +0.8% | +4.8% | +3.8% |
| 3Y | +139.3% | -2.1% | +141.4% | +132.1% |
| 5Y | +77.2% | +11.2% | +65.9% | +54.6% |
| All | +99.6% | +86.7% | +12.9% | +36.0% |
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