+238.6%
HSY vs FIVE
+868.1%
-629.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.5% |
| 7D | -3.3% | +4.3% | -7.6% | -3.7% |
| 30D | -2.8% | +12.5% | -15.3% | -3.9% |
| 3M | -4.5% | +31.2% | -35.7% | -6.9% |
| 6M | -24.2% | +14.4% | -38.6% | -25.5% |
| YTD | -2.7% | +33.9% | -36.6% | -5.8% |
| 1Y | -3.7% | +65.1% | -68.8% | -8.8% |
| 3Y | -11.5% | +49.0% | -60.4% | -17.0% |
| 5Y | +10.3% | +30.3% | -20.0% | +2.8% |
| 10Y | +122.1% | +481.1% | -359.0% | +66.4% |
| All | +238.6% | +868.1% | -629.5% | +140.2% |
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