-83.4%
FRMI vs HSY
-4.0%
-79.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.8% | -1.7% |
| 7D | +10.9% | -0.4% | +11.3% | +10.7% |
| 30D | -24.3% | -3.4% | -20.9% | -25.9% |
| 3M | -21.8% | -0.5% | -21.3% | -21.4% |
| 6M | -33.0% | -19.1% | -13.9% | -40.1% |
| YTD | -32.6% | -2.1% | -30.6% | -29.1% |
| All | -83.4% | -4.0% | -79.4% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling