+1,081.5%
HSY vs FFIV
+7,518.9%
-6,437.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | -3.3% | -1.0% | -2.3% | -3.3% |
| 30D | -2.8% | -5.1% | +2.2% | -2.7% |
| 3M | -4.5% | -4.5% | 0.0% | -4.4% |
| 6M | -24.2% | +36.5% | -60.7% | -25.0% |
| YTD | -2.7% | +53.0% | -55.7% | -4.2% |
| 1Y | -3.7% | +24.2% | -28.0% | -4.6% |
| 3Y | -11.5% | +137.2% | -148.7% | -14.2% |
| 5Y | +10.3% | +91.8% | -81.4% | +7.3% |
| 10Y | +122.1% | +215.2% | -93.0% | +112.1% |
| All | +1,081.5% | +7,518.9% | -6,437.5% | +974.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling