+134.5%
AFL vs HSY
+12.8%
+121.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.5% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -5.0% | -3.4% | -1.5% | -4.4% |
| 3M | -1.8% | -0.5% | -1.3% | -1.8% |
| 6M | +4.8% | -19.1% | +24.0% | +8.6% |
| YTD | +5.4% | -2.1% | +7.5% | +5.3% |
| 1Y | +9.0% | -3.2% | +12.2% | +9.0% |
| 3Y | +63.0% | -8.8% | +71.8% | +64.6% |
| 5Y | +134.5% | +13.0% | +121.5% | +112.0% |
| All | +134.5% | +12.8% | +121.7% | +112.0% |
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