+277.6%
FTI vs HSY
-9.9%
+287.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | -2.3% | -3.0% | +0.6% | -2.6% |
| 30D | +5.0% | -5.0% | +10.1% | +4.6% |
| 3M | +13.8% | -1.3% | +15.2% | +13.8% |
| 6M | +22.9% | -21.5% | +44.4% | +21.5% |
| YTD | +75.0% | -3.3% | +78.3% | +75.8% |
| 1Y | +96.9% | -5.5% | +102.4% | +97.7% |
| All | +277.6% | -9.9% | +287.5% | +269.0% |
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 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