+1,775.6%
FTI vs HSY
+952.3%
+823.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +4.3% | -2.1% | +6.5% | +5.1% |
| 30D | -4.7% | +6.1% | -10.8% | -7.1% |
| 3M | -13.5% | -5.6% | -7.9% | -12.3% |
| 6M | -8.7% | -9.5% | +0.8% | -6.7% |
| YTD | +49.0% | -2.1% | +51.1% | +46.9% |
| 1Y | +54.0% | +0.8% | +53.2% | +50.0% |
| 3Y | +211.6% | -2.1% | +213.8% | +194.8% |
| 5Y | +881.9% | +11.2% | +870.6% | +761.0% |
| 10Y | +188.1% | +128.3% | +59.8% | +87.8% |
| All | +1,775.6% | +952.3% | +823.2% | +630.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling