+128.1%
HSY vs FFIV
+239.4%
-111.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.0% |
| 7D | -3.0% | +3.5% | -6.4% | -3.3% |
| 30D | -5.0% | -1.3% | -3.7% | -5.0% |
| 3M | -1.3% | +2.4% | -3.7% | -1.8% |
| 6M | -21.5% | +41.8% | -63.3% | -25.1% |
| YTD | -3.3% | +58.5% | -61.8% | -9.2% |
| 1Y | -5.5% | +24.3% | -29.8% | -8.6% |
| 3Y | -9.9% | +152.0% | -162.0% | -22.5% |
| 5Y | +11.3% | +99.1% | -87.8% | -1.9% |
| 10Y | +128.1% | +242.8% | -114.7% | +74.8% |
| All | +128.1% | +239.4% | -111.4% | +74.8% |
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