+11.3%
HSY vs USFR
+20.4%
-9.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.0% | +0.1% | -3.0% | -2.9% |
| 30D | -5.0% | +0.3% | -5.3% | -4.9% |
| 3M | -1.3% | +1.0% | -2.3% | -0.9% |
| 6M | -21.5% | +1.9% | -23.4% | -20.9% |
| YTD | -3.3% | +2.7% | -5.9% | -2.2% |
| 1Y | -5.5% | +4.0% | -9.5% | -4.1% |
| 3Y | -9.9% | +14.0% | -24.0% | -4.3% |
| 5Y | +11.3% | +20.4% | -9.1% | +25.9% |
| All | +11.3% | +20.4% | -9.1% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling