-22.2%
AMAT vs HSY
-2.4%
-19.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.9% | +4.7% |
| 7D | -14.7% | +7.5% | -22.2% | -6.3% |
| 30D | -36.1% | +11.1% | -47.2% | -26.0% |
| 3M | -36.9% | -1.9% | -34.9% | -37.0% |
| 6M | -22.2% | -3.0% | -19.2% | -19.9% |
| All | -22.2% | -2.4% | -19.8% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling