-22.9%
FLUT vs HSY
+131.3%
-154.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.5% |
| 7D | +4.5% | +1.1% | +3.4% | +4.5% |
| 30D | +9.2% | +7.7% | +1.5% | +8.8% |
| 3M | -13.7% | -2.3% | -11.4% | -13.7% |
| 6M | -9.0% | -5.3% | -3.7% | -9.0% |
| YTD | -60.2% | -0.9% | -59.4% | -60.3% |
| 1Y | -63.1% | +5.2% | -68.4% | -63.3% |
| 3Y | -42.5% | +0.7% | -43.2% | -42.8% |
| 5Y | -47.6% | +12.2% | -59.8% | -48.2% |
| 10Y | -22.9% | +131.1% | -154.0% | -30.0% |
| All | -22.9% | +131.3% | -154.2% | -30.0% |
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