+12.0%
HSY vs FLR
+238.1%
-226.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | +0.1% | -3.5% | +3.6% | 0.0% |
| 30D | -5.2% | +4.2% | -9.4% | -5.1% |
| 3M | -3.4% | +8.1% | -11.5% | -3.2% |
| 6M | -19.2% | +21.5% | -40.7% | -18.9% |
| YTD | -2.6% | +36.8% | -39.4% | -2.2% |
| 1Y | -3.8% | +31.2% | -35.0% | -3.2% |
| 3Y | -10.6% | +53.9% | -64.5% | -11.3% |
| All | +12.0% | +238.1% | -226.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling