+127.8%
HSY vs FLR
+18.3%
+109.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.6% | +1.3% |
| 7D | -0.4% | -6.9% | +6.5% | -0.2% |
| 30D | -3.4% | +1.1% | -4.6% | -3.5% |
| 3M | -0.5% | +14.3% | -14.8% | -1.1% |
| 6M | -19.1% | +19.1% | -38.3% | -19.9% |
| YTD | -2.1% | +35.1% | -37.2% | -3.5% |
| 1Y | -3.2% | +29.5% | -32.7% | -4.6% |
| 3Y | -8.8% | +53.0% | -61.8% | -11.9% |
| 5Y | +13.0% | +238.9% | -226.0% | +3.4% |
| All | +127.8% | +18.3% | +109.5% | +90.7% |
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