+904.0%
HSY vs FLR
+603.8%
+300.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -3.3% | +5.4% | -8.7% | -3.7% |
| 30D | -2.8% | +11.4% | -14.2% | -3.9% |
| 3M | -4.5% | +11.4% | -15.9% | -5.7% |
| 6M | -24.2% | +16.6% | -40.9% | -25.7% |
| YTD | -2.7% | +41.7% | -44.4% | -6.4% |
| 1Y | -3.7% | +35.4% | -39.2% | -7.2% |
| 3Y | -11.5% | +57.3% | -68.8% | -17.8% |
| 5Y | +10.3% | +241.0% | -230.6% | -6.9% |
| 10Y | +122.1% | +16.6% | +105.5% | +89.3% |
| All | +904.0% | +603.8% | +300.2% | +560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling