+1,767.0%
HSY vs FDS
+10,290.2%
-8,523.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | -4.1% | +14.8% | -19.0% | -5.9% |
| 6M | -5.2% | +47.4% | -52.6% | -10.3% |
| YTD | -2.5% | +14.2% | -16.7% | -5.3% |
| 1Y | +4.7% | +26.6% | -21.9% | +0.3% |
| 3Y | +0.6% | -24.4% | +25.0% | +2.4% |
| 5Y | +11.7% | -22.6% | +34.3% | +12.7% |
| 10Y | +120.0% | +130.0% | -10.0% | +95.4% |
| All | +1,767.0% | +10,290.2% | -8,523.2% | +1,242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling