+1,278.0%
AAPL vs HSY
+128.6%
+1,149.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +3.8% | +0.1% | +3.7% | +3.8% |
| 30D | +9.9% | -5.2% | +15.1% | +11.8% |
| 3M | +12.5% | -3.4% | +15.9% | +13.5% |
| 6M | +27.6% | -19.2% | +46.8% | +36.0% |
| YTD | +22.6% | -2.6% | +25.2% | +22.4% |
| 1Y | +45.0% | -3.8% | +48.8% | +44.8% |
| 3Y | +87.8% | -10.6% | +98.4% | +89.1% |
| 5Y | +128.7% | +12.3% | +116.4% | +106.9% |
| All | +1,278.0% | +128.6% | +1,149.4% | +949.5% |
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 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