+128.1%
HSY vs FDS
+72.8%
+55.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.2% |
| 7D | -3.0% | -8.8% | +5.8% | -0.9% |
| 30D | -5.0% | -1.4% | -3.7% | -4.9% |
| 3M | -1.3% | +13.9% | -15.2% | -4.8% |
| 6M | -21.5% | +27.4% | -48.9% | -27.1% |
| YTD | -3.3% | -2.5% | -0.8% | -4.0% |
| 1Y | -5.5% | -23.8% | +18.3% | +0.5% |
| 3Y | -9.9% | -32.5% | +22.6% | -2.1% |
| 5Y | +11.3% | -23.2% | +34.5% | +13.0% |
| 10Y | +128.1% | +76.4% | +51.7% | +84.3% |
| All | +128.1% | +72.8% | +55.2% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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