+18,807.2%
AFL vs HSY
+4,405.8%
+14,401.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -0.7% | -1.6% | +0.8% | -0.2% |
| 30D | -7.1% | -4.2% | -2.9% | -5.7% |
| 3M | +0.4% | -0.7% | +1.2% | +0.4% |
| 6M | +4.5% | -21.8% | +26.3% | +13.9% |
| YTD | +6.1% | -2.7% | +8.7% | +5.9% |
| 1Y | +10.6% | -4.8% | +15.4% | +10.9% |
| 3Y | +64.0% | -9.4% | +73.4% | +63.2% |
| 5Y | +133.7% | +11.3% | +122.5% | +111.4% |
| 10Y | +298.0% | +125.0% | +173.0% | +174.1% |
| All | +18,807.2% | +4,405.8% | +14,401.5% | +4,553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling