+59.9%
AMGN vs HSY
-8.8%
+68.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.5% | -2.6% |
| 7D | -13.9% | -0.4% | -13.5% | -13.8% |
| 30D | -7.1% | -3.4% | -3.7% | -6.1% |
| 3M | +13.9% | -0.5% | +14.4% | +13.9% |
| 6M | +3.2% | -19.1% | +22.4% | +9.8% |
| YTD | +19.2% | -2.1% | +21.3% | +19.4% |
| 1Y | +41.1% | -3.2% | +44.4% | +41.4% |
| All | +59.9% | -8.8% | +68.7% | +66.2% |
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 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