+528.2%
AMKR vs HSY
+128.6%
+399.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | +8.3% | +0.1% | +8.2% | +8.2% |
| 30D | -6.8% | -5.2% | -1.6% | -5.8% |
| 3M | -31.9% | -3.4% | -28.5% | -32.2% |
| 6M | +18.4% | -19.2% | +37.6% | +24.3% |
| YTD | +31.7% | -2.6% | +34.3% | +29.3% |
| 1Y | +105.2% | -3.8% | +109.0% | +101.4% |
| 3Y | +147.7% | -10.6% | +158.4% | +144.2% |
| 5Y | +99.4% | +12.3% | +87.1% | +63.0% |
| All | +528.2% | +128.6% | +399.6% | +325.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling