-22.1%
FPS vs HSY
-19.0%
-3.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -2.6% | +18.6% | +13.4% |
| 7D | -8.0% | +1.3% | -9.3% | -5.3% |
| 30D | -43.5% | +6.6% | -50.1% | -38.9% |
| 3M | -41.6% | -4.1% | -37.5% | -39.8% |
| 6M | -44.0% | -5.2% | -38.8% | -42.8% |
| All | -22.1% | -19.0% | -3.1% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling