+0.8%
HSY vs FGI
-70.0%
+70.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +3.8% | -4.1% | +7.9% | +3.9% |
| 30D | +6.9% | -3.4% | +10.2% | +6.9% |
| 3M | -4.1% | +61.8% | -65.8% | -5.5% |
| 6M | -5.0% | +17.0% | -22.0% | -6.2% |
| YTD | -2.3% | +31.4% | -33.7% | -4.4% |
| 1Y | +6.1% | +42.7% | -36.6% | +3.1% |
| 3Y | -0.7% | -0.1% | -0.5% | -5.0% |
| All | +0.8% | -70.0% | +70.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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