+65.1%
AEP vs HSY
+10.6%
+54.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +0.9% | -3.0% | +3.8% | +1.8% |
| 30D | +1.5% | -5.0% | +6.5% | +3.0% |
| 3M | -1.7% | -1.3% | -0.4% | -1.6% |
| 6M | -4.0% | -21.5% | +17.5% | +2.9% |
| YTD | +10.6% | -3.3% | +13.9% | +10.3% |
| 1Y | +18.6% | -5.5% | +24.1% | +18.9% |
| 3Y | +78.7% | -9.9% | +88.6% | +81.8% |
| 5Y | +65.1% | +11.3% | +53.7% | +46.8% |
| All | +65.1% | +10.6% | +54.5% | +46.8% |
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