+8.3%
HSY vs FTV
+37.8%
-29.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.9% |
| 7D | +6.6% | +6.6% | 0.0% | +5.9% |
| 30D | +8.4% | +19.1% | -10.7% | +6.5% |
| 3M | -1.8% | +13.1% | -14.8% | -3.0% |
| 6M | -2.6% | +14.0% | -16.6% | -4.0% |
| YTD | -2.0% | +24.2% | -26.2% | -3.8% |
| 1Y | +8.3% | +36.4% | -28.0% | +4.8% |
| All | +8.3% | +37.8% | -29.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling