+211.7%
AEP vs HSY
+128.6%
+83.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.9% | -2.1% | +5.0% | +3.7% |
| 30D | +3.2% | +6.1% | -2.9% | +0.6% |
| 3M | +3.8% | -5.6% | +9.4% | +5.8% |
| 6M | +2.5% | -9.5% | +12.1% | +5.8% |
| YTD | +15.5% | -2.1% | +17.6% | +14.4% |
| 1Y | +9.6% | +0.8% | +8.8% | +7.2% |
| 3Y | +91.2% | -2.1% | +93.3% | +84.3% |
| 5Y | +88.2% | +11.2% | +77.0% | +69.4% |
| All | +211.7% | +128.6% | +83.1% | +91.3% |
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