+139.5%
HSY vs FCUV
-95.6%
+235.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -65.2% | +65.3% | 0.0% |
| 7D | -1.6% | -47.9% | +46.4% | -1.6% |
| 30D | -4.2% | +13.7% | -17.9% | -4.1% |
| 3M | -0.7% | +97.0% | -97.7% | -0.1% |
| 6M | -21.8% | -66.1% | +44.3% | -21.4% |
| YTD | -2.7% | -81.8% | +79.1% | -2.3% |
| 1Y | -4.8% | -93.3% | +88.5% | -4.5% |
| 3Y | -9.4% | -99.2% | +89.8% | -9.1% |
| 5Y | +11.3% | -99.9% | +111.1% | +11.4% |
| 10Y | +125.0% | -98.5% | +223.5% | +131.6% |
| All | +139.5% | -95.6% | +235.0% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling