-2.1%
HSY vs FLR
+35.7%
-37.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.5% |
| 7D | -2.1% | +5.4% | -7.5% | -1.8% |
| 30D | +6.1% | +2.8% | +3.3% | +6.5% |
| 3M | -5.6% | -6.4% | +0.8% | -5.7% |
| 6M | -9.5% | +8.8% | -18.3% | -8.8% |
| YTD | -2.1% | +23.6% | -25.7% | -0.6% |
| 1Y | +0.8% | +13.8% | -13.0% | +2.1% |
| 3Y | -2.1% | +36.5% | -38.6% | -3.4% |
| All | -2.1% | +35.7% | -37.8% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling