-43.9%
FLUT vs HSY
-9.5%
-34.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.8% | -1.6% | +5.4% | +3.8% |
| 30D | +6.3% | -4.2% | +10.5% | +6.4% |
| 3M | -4.0% | -0.7% | -3.3% | -3.9% |
| 6M | -10.3% | -21.8% | +11.5% | -10.9% |
| YTD | -53.2% | -2.7% | -50.5% | -53.2% |
| 1Y | -65.0% | -4.8% | -60.2% | -65.0% |
| 3Y | -43.9% | -9.4% | -34.5% | -42.1% |
| All | -43.9% | -9.5% | -34.4% | -42.1% |
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 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