+4.5%
APA vs HSY
+131.3%
-126.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.2% |
| 7D | +5.1% | +1.1% | +4.0% | +4.7% |
| 30D | +0.3% | +7.7% | -7.4% | -2.2% |
| 3M | +15.6% | -2.3% | +17.9% | +16.0% |
| 6M | +28.9% | -5.3% | +34.2% | +29.8% |
| YTD | +96.6% | -0.9% | +97.4% | +93.5% |
| 1Y | +95.5% | +5.2% | +90.3% | +88.2% |
| 3Y | +41.8% | +0.7% | +41.1% | +35.0% |
| 5Y | +85.4% | +12.2% | +73.2% | +64.5% |
| 10Y | +4.5% | +131.1% | -126.6% | -14.9% |
| All | +4.5% | +131.3% | -126.7% | -14.9% |
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