+1,060.6%
FLEX vs HSY
+122.8%
+937.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +7.0% | -1.6% | +8.5% | +7.4% |
| 30D | -5.8% | -4.2% | -1.6% | -5.0% |
| 3M | -24.2% | -0.7% | -23.5% | -24.8% |
| 6M | +90.8% | -21.8% | +112.6% | +102.6% |
| YTD | +89.2% | -2.7% | +91.9% | +87.7% |
| 1Y | +104.7% | -4.8% | +109.5% | +103.7% |
| 3Y | +478.1% | -9.4% | +487.5% | +471.1% |
| 5Y | +726.2% | +11.3% | +714.9% | +616.3% |
| 10Y | +1,060.6% | +125.0% | +935.6% | +675.0% |
| All | +1,060.6% | +122.8% | +937.8% | +675.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 10y: compounded portfolio wealth divided by compounded HSY 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…
10y analysis · Full analysis span regression · 6 months rolling