-2.1%
HSY vs USFR
+14.4%
-16.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +6.1% | +0.4% | +5.7% | +6.1% |
| 3M | -5.6% | +1.1% | -6.7% | -5.7% |
| 6M | -9.5% | +2.0% | -11.6% | -9.8% |
| YTD | -2.1% | +3.5% | -5.6% | -2.6% |
| 1Y | +0.8% | +4.1% | -3.3% | -0.1% |
| 3Y | -2.1% | +14.4% | -16.5% | -8.6% |
| All | -2.1% | +14.4% | -16.5% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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