+8.3%
AFL vs HSY
-4.1%
+12.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -4.0% | -5.2% | +1.1% | -3.2% |
| 3M | -0.5% | -3.4% | +2.9% | -0.1% |
| 6M | +6.5% | -19.2% | +25.7% | +9.7% |
| YTD | +6.2% | -2.6% | +8.8% | +6.4% |
| 1Y | +8.3% | -3.8% | +12.1% | +8.6% |
| All | +8.3% | -4.1% | +12.4% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling