+11.3%
HSY vs FDS
-20.4%
+31.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -1.6% | -5.4% | +3.8% | -0.9% |
| 30D | -4.2% | +1.6% | -5.8% | -4.5% |
| 3M | -0.7% | +17.7% | -18.5% | -2.8% |
| 6M | -21.8% | +29.1% | -50.8% | -24.3% |
| YTD | -2.7% | +1.0% | -3.6% | -2.1% |
| 1Y | -4.8% | -21.6% | +16.8% | +0.2% |
| 3Y | -9.4% | -30.1% | +20.7% | -3.5% |
| 5Y | +11.3% | -20.7% | +32.0% | +12.2% |
| All | +11.3% | -20.4% | +31.7% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling