+1,737.6%
FTI vs HSY
+946.4%
+791.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | +5.4% | -2.3% | +7.7% | +6.3% |
| 30D | -8.2% | +6.3% | -14.5% | -10.6% |
| 3M | -13.7% | -5.2% | -8.5% | -12.6% |
| 6M | -11.2% | -8.3% | -2.9% | -9.8% |
| YTD | +46.0% | -2.7% | +48.7% | +44.2% |
| 1Y | +51.8% | +0.1% | +51.6% | +48.1% |
| 3Y | +206.7% | -1.0% | +207.8% | +188.6% |
| 5Y | +862.0% | +10.6% | +851.4% | +745.3% |
| 10Y | +182.3% | +127.0% | +55.3% | +84.3% |
| All | +1,737.6% | +946.4% | +791.2% | +617.5% |
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