+44.1%
AA vs HSY
+127.3%
-83.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.0% |
| 7D | +5.3% | -2.3% | +7.6% | +5.9% |
| 30D | -2.3% | +6.3% | -8.5% | -4.1% |
| 3M | -20.8% | -5.2% | -15.6% | -20.0% |
| 6M | -39.8% | -8.3% | -31.5% | -38.9% |
| YTD | -23.3% | -2.7% | -20.6% | -24.2% |
| 1Y | +1.8% | +0.1% | +1.7% | -0.3% |
| 3Y | +69.5% | -1.0% | +70.6% | +61.4% |
| 5Y | -18.0% | +10.6% | -28.6% | -26.8% |
| All | +44.1% | +127.3% | -83.2% | -0.2% |
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