+131.1%
HSY vs FDS
+132.8%
-1.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | +0.8% |
| 7D | +1.1% | -2.1% | +3.2% | +1.6% |
| 30D | +7.7% | +16.0% | -8.3% | +4.0% |
| 3M | -2.3% | +18.8% | -21.1% | -6.5% |
| 6M | -5.3% | +54.1% | -59.4% | -15.5% |
| YTD | -0.9% | +17.0% | -17.9% | -5.9% |
| 1Y | +5.2% | +25.5% | -20.3% | -2.5% |
| 3Y | +0.7% | -23.3% | +24.1% | +6.8% |
| 5Y | +12.2% | -22.6% | +34.8% | +16.3% |
| 10Y | +131.1% | +130.2% | +0.9% | +78.9% |
| All | +131.1% | +132.8% | -1.7% | +78.9% |
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