+120.0%
HSY vs FIVE
+596.6%
-476.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.6% | -8.2% | -3.1% |
| 7D | +1.3% | +6.2% | -4.9% | +0.7% |
| 30D | +6.6% | +18.2% | -11.6% | +4.9% |
| 3M | -4.1% | +3.8% | -8.0% | -4.6% |
| 6M | -5.2% | +13.7% | -19.0% | -6.8% |
| YTD | -2.5% | +34.7% | -37.3% | -5.9% |
| 1Y | +4.7% | +66.6% | -61.9% | -1.0% |
| 3Y | +0.6% | +44.3% | -43.7% | -5.1% |
| 5Y | +11.7% | +18.8% | -7.1% | +6.1% |
| 10Y | +120.0% | +569.2% | -449.2% | +62.4% |
| All | +120.0% | +596.6% | -476.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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