+248.2%
HSY vs FIVE
+822.5%
-574.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +7.5% | -0.3% | +7.8% | +7.5% |
| 30D | +11.1% | +17.7% | -6.6% | +9.4% |
| 3M | -1.9% | +4.0% | -5.9% | -2.4% |
| 6M | -3.0% | +2.6% | -5.6% | -3.6% |
| YTD | 0.0% | +27.6% | -27.5% | -2.8% |
| 1Y | +9.4% | +59.9% | -50.5% | +4.1% |
| 3Y | +3.8% | +35.8% | -32.0% | -1.8% |
| 5Y | +15.2% | +14.4% | +0.7% | +9.0% |
| 10Y | +126.9% | +576.1% | -449.3% | +67.9% |
| All | +248.2% | +822.5% | -574.2% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling