-2.1%
HSY vs FIVE
+40.0%
-42.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.1% | +2.7% | -4.8% | -2.1% |
| 30D | +6.1% | +12.7% | -6.6% | +6.1% |
| 3M | -5.6% | +2.1% | -7.7% | -5.6% |
| 6M | -9.5% | +17.5% | -27.0% | -9.5% |
| YTD | -2.1% | +31.0% | -33.1% | -2.1% |
| 1Y | +0.8% | +67.7% | -67.0% | +0.8% |
| 3Y | -2.1% | +43.4% | -45.5% | -3.1% |
| All | -2.1% | +40.0% | -42.1% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling