+124.4%
HSY vs FFIV
+118.6%
+5.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.8% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +6.1% | -32.4% | +38.5% | +9.7% |
| 3M | -5.6% | -25.7% | +20.1% | -3.5% |
| 6M | -9.5% | -13.5% | +4.0% | -9.4% |
| YTD | -2.1% | +21.1% | -23.2% | -6.3% |
| 1Y | +0.8% | +29.4% | -28.6% | -4.4% |
| 3Y | -2.1% | +94.9% | -97.0% | -14.4% |
| 5Y | +11.2% | +34.7% | -23.5% | +2.2% |
| All | +124.4% | +118.6% | +5.8% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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