-32.3%
AMT vs HSY
+13.1%
-45.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | +1.8% | -4.2% | +6.1% | +3.1% |
| 3M | -6.2% | -0.7% | -5.5% | -6.1% |
| 6M | -5.0% | -21.8% | +16.8% | +1.2% |
| YTD | +2.1% | -2.7% | +4.7% | +1.6% |
| 1Y | -5.7% | -4.8% | -0.9% | -5.8% |
| 3Y | +7.9% | -9.4% | +17.3% | +8.3% |
| 5Y | -32.3% | +11.3% | -43.6% | -40.0% |
| All | -32.3% | +13.1% | -45.5% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling