-8.5%
FPS vs HSY
-25.2%
+16.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.5% | +1.7% |
| 7D | +3.1% | -3.3% | +6.4% | +0.9% |
| 30D | -18.6% | -2.8% | -15.7% | -19.8% |
| 3M | -51.5% | -4.5% | -47.0% | -51.7% |
| 6M | -8.5% | -24.2% | +15.7% | -0.9% |
| All | -8.5% | -25.2% | +16.6% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling