+127.8%
HSY vs FTV
+80.1%
+47.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.6% | +1.8% |
| 7D | -0.4% | -5.2% | +4.8% | +0.9% |
| 30D | -3.4% | -11.5% | +8.1% | -0.6% |
| 3M | -0.5% | -9.0% | +8.5% | +1.5% |
| 6M | -19.1% | -2.0% | -17.1% | -19.2% |
| YTD | -2.1% | -0.9% | -1.1% | -2.7% |
| 1Y | -3.2% | +14.8% | -18.0% | -7.6% |
| 3Y | -8.8% | -5.5% | -3.3% | -9.9% |
| 5Y | +13.0% | -1.9% | +14.8% | +8.6% |
| All | +127.8% | +80.1% | +47.7% | +51.5% |
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