+5,470.8%
FLEX vs HSY
+2,846.6%
+2,624.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | -13.6% | +3.8% | -17.5% | -14.5% |
| 30D | -36.5% | +6.9% | -43.4% | -37.8% |
| 3M | -36.4% | -4.1% | -32.4% | -36.4% |
| 6M | -46.5% | -5.0% | -41.5% | -46.7% |
| YTD | +25.9% | -2.3% | +28.2% | +24.3% |
| 1Y | +19.6% | +6.1% | +13.5% | +15.7% |
| 3Y | +287.0% | -0.7% | +287.7% | +271.3% |
| 5Y | +466.6% | +9.9% | +456.7% | +425.9% |
| 10Y | +626.9% | +127.8% | +499.1% | +469.5% |
| All | +5,470.8% | +2,846.6% | +2,624.2% | +3,331.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling