+1,763.5%
HSY vs FDS
+9,502.8%
-7,739.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.6% |
| 7D | -3.3% | -1.9% | -1.4% | -3.1% |
| 30D | -2.8% | +9.0% | -11.8% | -3.9% |
| 3M | -4.5% | +18.9% | -23.3% | -6.7% |
| 6M | -24.2% | +35.1% | -59.3% | -27.5% |
| YTD | -2.7% | +5.5% | -8.2% | -4.4% |
| 1Y | -3.7% | -16.8% | +13.1% | -2.6% |
| 3Y | -11.5% | -28.1% | +16.6% | -9.2% |
| 5Y | +10.3% | -17.4% | +27.8% | +10.6% |
| 10Y | +122.1% | +85.4% | +36.7% | +102.0% |
| All | +1,763.5% | +9,502.8% | -7,739.3% | +1,255.2% |
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 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