-10.4%
FLUT vs HSY
+124.3%
-134.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | -2.6% | -3.0% | +0.4% | -2.5% |
| 30D | +5.4% | -5.0% | +10.4% | +5.6% |
| 3M | -10.8% | -1.3% | -9.5% | -10.6% |
| 6M | -9.2% | -21.5% | +12.3% | -8.7% |
| YTD | -53.8% | -3.3% | -50.5% | -53.8% |
| 1Y | -66.0% | -5.5% | -60.5% | -66.0% |
| 3Y | -44.7% | -9.9% | -34.7% | -44.6% |
| 5Y | -50.6% | +11.3% | -61.9% | -51.1% |
| 10Y | -10.4% | +128.1% | -138.5% | -15.7% |
| All | -10.4% | +124.3% | -134.7% | -15.7% |
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