+3.8%
HSY vs FFIV
+102.2%
-98.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +7.5% | -8.1% | +15.7% | +7.2% |
| 30D | +11.1% | -33.4% | +44.5% | +9.9% |
| 3M | -1.9% | -24.7% | +22.8% | -2.6% |
| 6M | -3.0% | -8.8% | +5.9% | -3.8% |
| YTD | 0.0% | +21.8% | -21.7% | -1.1% |
| 1Y | +9.4% | +25.3% | -15.9% | +8.1% |
| 3Y | +3.8% | +101.2% | -97.4% | -3.8% |
| All | +3.8% | +102.2% | -98.4% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling