+124.4%
HSY vs FDS
+127.7%
-3.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | +6.1% | +14.8% | -8.7% | +2.7% |
| 3M | -5.6% | +16.3% | -21.9% | -9.2% |
| 6M | -9.5% | +66.2% | -75.8% | -20.7% |
| YTD | -2.1% | +16.2% | -18.3% | -6.9% |
| 1Y | +0.8% | +21.8% | -21.1% | -5.8% |
| 3Y | -2.1% | -23.9% | +21.7% | +3.9% |
| 5Y | +11.2% | -23.1% | +34.4% | +15.5% |
| All | +124.4% | +127.7% | -3.2% | +73.1% |
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