+61.4%
AFL vs HSY
-8.8%
+70.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -5.0% | -3.4% | -1.5% | -4.6% |
| 3M | -1.8% | -0.5% | -1.3% | -1.8% |
| 6M | +4.8% | -19.1% | +24.0% | +7.2% |
| YTD | +5.4% | -2.1% | +7.5% | +5.5% |
| 1Y | +9.0% | -3.2% | +12.2% | +9.1% |
| All | +61.4% | -8.8% | +70.2% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling