+135.1%
HSY vs USFR
+27.6%
+107.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -4.2% | +0.3% | -4.6% | -4.3% |
| 3M | -0.7% | +1.0% | -1.7% | -1.0% |
| 6M | -21.8% | +1.9% | -23.7% | -22.2% |
| YTD | -2.7% | +2.7% | -5.3% | -3.4% |
| 1Y | -4.8% | +4.0% | -8.8% | -6.0% |
| 3Y | -9.4% | +14.0% | -23.4% | -13.0% |
| 5Y | +11.3% | +20.4% | -9.1% | +4.9% |
| 10Y | +125.0% | +28.1% | +97.0% | +107.0% |
| All | +135.1% | +27.6% | +107.5% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling