+205.3%
FTI vs HSY
-1.0%
+206.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.9% |
| 7D | +5.4% | -2.3% | +7.7% | +5.2% |
| 30D | -8.2% | +6.3% | -14.5% | -7.7% |
| 3M | -13.7% | -5.2% | -8.5% | -14.0% |
| 6M | -11.2% | -8.3% | -2.9% | -11.4% |
| YTD | +46.0% | -2.7% | +48.7% | +46.9% |
| 1Y | +51.8% | +0.1% | +51.6% | +53.0% |
| All | +205.3% | -1.0% | +206.4% | +203.6% |
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