-26.1%
FLUT vs HSY
+127.3%
-153.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -4.0% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | +5.0% | +6.3% | -1.3% | +4.7% |
| 3M | -16.4% | -5.2% | -11.2% | -16.3% |
| 6M | -14.6% | -8.3% | -6.3% | -14.4% |
| YTD | -61.9% | -2.7% | -59.2% | -61.9% |
| 1Y | -65.0% | +0.1% | -65.2% | -65.1% |
| 3Y | -44.8% | -1.0% | -43.8% | -45.1% |
| 5Y | -49.9% | +10.6% | -60.5% | -50.4% |
| All | -26.1% | +127.3% | -153.4% | -32.4% |
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