-17.4%
AA vs HSY
+11.0%
-28.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | -0.6% | +6.1% | -6.7% | -1.2% |
| 3M | -19.7% | -5.6% | -14.0% | -19.3% |
| 6M | -41.6% | -9.5% | -32.0% | -41.0% |
| YTD | -24.6% | -2.1% | -22.5% | -25.0% |
| 1Y | +4.9% | +0.8% | +4.1% | +3.8% |
| 3Y | +66.8% | -2.1% | +69.0% | +64.0% |
| All | -17.4% | +11.0% | -28.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling