-4.9%
HSY vs FFIV
+21.8%
-26.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.6% | -1.5% | 0.0% | -1.6% |
| 30D | -4.2% | -2.7% | -1.6% | -4.2% |
| 3M | -0.7% | -1.7% | +0.9% | -0.9% |
| 6M | -21.8% | +36.1% | -57.9% | -22.6% |
| YTD | -2.7% | +52.6% | -55.3% | -4.4% |
| All | -4.9% | +21.8% | -26.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling