+2,112.4%
FTI vs HSY
+946.3%
+1,166.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -0.2% | -1.6% | +1.4% | +0.4% |
| 30D | +12.3% | -4.2% | +16.6% | +13.9% |
| 3M | +13.8% | -0.7% | +14.5% | +13.2% |
| 6M | +24.3% | -21.8% | +46.1% | +34.4% |
| YTD | +75.8% | -2.7% | +78.4% | +74.5% |
| 1Y | +99.6% | -4.8% | +104.4% | +98.7% |
| 3Y | +278.4% | -9.4% | +287.8% | +271.0% |
| 5Y | +1,168.7% | +11.3% | +1,157.4% | +1,015.7% |
| 10Y | +297.5% | +125.0% | +172.5% | +161.4% |
| All | +2,112.4% | +946.3% | +1,166.1% | +768.4% |
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