+3,912.3%
AEHR vs HSY
+128.6%
+3,783.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | -26.7% | -5.2% | -21.5% | -26.0% |
| 3M | -8.1% | -3.4% | -4.7% | -8.5% |
| 6M | +123.1% | -19.2% | +142.3% | +133.9% |
| YTD | +369.0% | -2.6% | +371.6% | +362.6% |
| 1Y | +256.4% | -3.8% | +260.2% | +251.7% |
| 3Y | +96.4% | -10.6% | +107.0% | +95.5% |
| 5Y | +836.6% | +12.3% | +824.3% | +745.3% |
| All | +3,912.3% | +128.6% | +3,783.7% | +2,842.4% |
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