+11.7%
HSY vs FDS
-23.2%
+34.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +1.3% | -5.0% | +6.3% | +2.0% |
| 30D | +6.6% | +13.8% | -7.2% | +5.0% |
| 3M | -4.1% | +14.8% | -19.0% | -5.8% |
| 6M | -5.2% | +47.4% | -52.6% | -9.7% |
| YTD | -2.5% | +14.2% | -16.7% | -3.4% |
| 1Y | +4.7% | +26.6% | -21.9% | +1.5% |
| 3Y | +0.6% | -24.4% | +25.0% | +6.7% |
| 5Y | +11.7% | -22.6% | +34.3% | +12.5% |
| All | +11.7% | -23.2% | +34.9% | +12.5% |
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