+97.6%
AGG vs HSY
+712.1%
-614.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | -3.0% | +2.8% | -0.2% |
| 30D | -0.2% | -5.0% | +4.8% | -0.2% |
| 3M | -0.7% | -1.3% | +0.6% | -0.7% |
| 6M | -1.8% | -21.5% | +19.7% | -1.7% |
| YTD | -0.6% | -3.3% | +2.7% | -0.6% |
| 1Y | +0.4% | -5.5% | +5.9% | +0.4% |
| 3Y | +13.2% | -9.9% | +23.1% | +13.2% |
| 5Y | -2.0% | +11.3% | -13.3% | -1.9% |
| 10Y | +15.1% | +128.1% | -113.0% | +16.5% |
| All | +97.6% | +712.1% | -614.5% | +113.2% |
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