-2.6%
APA vs HSY
+124.3%
-126.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.1% |
| 7D | +0.3% | -3.0% | +3.3% | +1.2% |
| 30D | +9.3% | -5.0% | +14.4% | +10.9% |
| 3M | +23.3% | -1.3% | +24.6% | +23.3% |
| 6M | +39.5% | -21.5% | +61.0% | +49.3% |
| YTD | +87.6% | -3.3% | +90.9% | +86.7% |
| 1Y | +114.2% | -5.5% | +119.7% | +114.3% |
| 3Y | +13.6% | -9.9% | +23.5% | +13.3% |
| 5Y | +175.6% | +11.3% | +164.2% | +145.7% |
| 10Y | -2.6% | +128.1% | -130.7% | -23.7% |
| All | -2.6% | +124.3% | -126.9% | -23.7% |
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