+124.4%
HSY vs FTV
+109.2%
+15.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -2.1% | +3.9% | -6.0% | -3.0% |
| 30D | +6.1% | +18.7% | -12.6% | +1.8% |
| 3M | -5.6% | +10.0% | -15.6% | -7.9% |
| 6M | -9.5% | +14.6% | -24.1% | -12.8% |
| YTD | -2.1% | +23.4% | -25.5% | -7.8% |
| 1Y | +0.8% | +31.3% | -30.5% | -6.6% |
| 3Y | -2.1% | +39.8% | -41.9% | -12.5% |
| 5Y | +11.2% | +17.7% | -6.4% | +2.9% |
| All | +124.4% | +109.2% | +15.2% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling