-11.2%
HSY vs FTV
-3.3%
-7.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -3.0% | -1.3% | -1.7% | -2.8% |
| 30D | -5.0% | -9.5% | +4.5% | -4.2% |
| 3M | -1.3% | -10.9% | +9.6% | -0.4% |
| 6M | -21.5% | -0.6% | -20.9% | -21.5% |
| YTD | -3.3% | +1.4% | -4.7% | -3.6% |
| 1Y | -5.5% | +17.6% | -23.1% | -7.1% |
| All | -11.2% | -3.3% | -7.9% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling