+124.4%
HSY vs FLR
+7.4%
+117.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -2.1% | +5.4% | -7.5% | -2.3% |
| 30D | +6.1% | +2.8% | +3.3% | +6.0% |
| 3M | -5.6% | -6.4% | +0.8% | -5.5% |
| 6M | -9.5% | +8.8% | -18.3% | -10.1% |
| YTD | -2.1% | +23.6% | -25.7% | -3.3% |
| 1Y | +0.8% | +13.8% | -13.0% | -0.2% |
| 3Y | -2.1% | +36.5% | -38.6% | -5.1% |
| 5Y | +11.2% | +119.3% | -108.1% | +4.3% |
| All | +124.4% | +7.4% | +117.0% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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