+256.8%
FLEX vs HSY
+3.5%
+253.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.7% |
| 7D | -19.3% | +7.5% | -26.8% | -17.8% |
| 30D | -41.5% | +11.1% | -52.6% | -39.9% |
| 3M | -43.1% | -1.9% | -41.2% | -42.6% |
| 6M | -48.2% | -3.0% | -45.2% | -47.6% |
| YTD | +15.5% | 0.0% | +15.4% | +18.2% |
| 1Y | +10.2% | +9.4% | +0.8% | +14.2% |
| 3Y | +256.8% | +3.8% | +253.1% | +259.6% |
| All | +256.8% | +3.5% | +253.3% | +259.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling