+100.6%
HSY vs FTV
+90.8%
+9.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -3.3% | -4.5% | +1.2% | -2.3% |
| 30D | -2.8% | -7.1% | +4.2% | -1.2% |
| 3M | -4.5% | -7.2% | +2.7% | -3.0% |
| 6M | -24.2% | -1.5% | -22.7% | -24.3% |
| YTD | -2.7% | +3.5% | -6.2% | -4.3% |
| 1Y | -3.7% | +20.3% | -24.1% | -9.0% |
| 3Y | -11.5% | -3.1% | -8.4% | -12.9% |
| 5Y | +10.3% | +2.3% | +8.0% | +5.2% |
| 10Y | +122.1% | +76.3% | +45.8% | +61.0% |
| All | +100.6% | +90.8% | +9.8% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling