+132.3%
AA vs HSY
+124.3%
+8.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -0.6% | -3.0% | +2.3% | +0.2% |
| 30D | -1.6% | -5.0% | +3.5% | -0.3% |
| 3M | -29.8% | -1.3% | -28.5% | -30.0% |
| 6M | -16.6% | -21.5% | +4.9% | -11.3% |
| YTD | -4.0% | -3.3% | -0.8% | -4.7% |
| 1Y | +63.5% | -5.5% | +69.0% | +63.0% |
| 3Y | +86.8% | -9.9% | +96.7% | +86.1% |
| 5Y | +12.4% | +11.3% | +1.0% | +0.2% |
| 10Y | +132.3% | +128.1% | +4.3% | +77.6% |
| All | +132.3% | +124.3% | +8.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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