+104.4%
HSY vs FTV
+127.5%
-23.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +7.7% | +18.3% | -10.7% | +3.4% |
| 3M | -2.3% | +10.2% | -12.5% | -4.7% |
| 6M | -5.3% | +12.8% | -18.1% | -8.4% |
| YTD | -0.9% | +23.4% | -24.3% | -6.6% |
| 1Y | +5.2% | +31.4% | -26.2% | -2.5% |
| 3Y | +0.7% | +38.7% | -37.9% | -9.7% |
| 5Y | +12.2% | +18.6% | -6.4% | +3.5% |
| 10Y | +131.1% | +110.1% | +21.0% | +64.9% |
| All | +104.4% | +127.5% | -23.1% | +42.8% |
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 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