+126.5%
HSY vs FCUV
-98.6%
+225.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -0.6% |
| 7D | +0.1% | -66.5% | +66.6% | 0.0% |
| 30D | -5.2% | +5.0% | -10.2% | -5.1% |
| 3M | -3.4% | +63.8% | -67.2% | -3.0% |
| 6M | -19.2% | -67.8% | +48.6% | -18.9% |
| YTD | -2.6% | -82.4% | +79.8% | -2.3% |
| 1Y | -3.8% | -94.7% | +91.0% | -3.5% |
| 3Y | -10.6% | -99.3% | +88.6% | -10.5% |
| 5Y | +12.3% | -99.9% | +112.2% | +12.4% |
| All | +126.5% | -98.6% | +225.1% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 10y: compounded portfolio wealth divided by compounded FCUV 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…
10y analysis · Full analysis span regression · 6 months rolling