+105.4%
AMT vs HSY
+124.3%
-18.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | +1.5% | -3.0% | +4.4% | +2.8% |
| 30D | +3.7% | -5.0% | +8.8% | +6.1% |
| 3M | -7.2% | -1.3% | -5.9% | -6.9% |
| 6M | -4.2% | -21.5% | +17.3% | +6.1% |
| YTD | +1.9% | -3.3% | +5.2% | +1.6% |
| 1Y | -6.4% | -5.5% | -0.9% | -6.1% |
| 3Y | +7.7% | -9.9% | +17.7% | +8.2% |
| 5Y | -30.9% | +11.3% | -42.2% | -40.5% |
| 10Y | +105.4% | +128.1% | -22.7% | +28.9% |
| All | +105.4% | +124.3% | -18.9% | +28.9% |
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 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