+893.2%
APA vs HSY
+4,411.2%
-3,518.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | -8.7% | +1.3% | -10.0% | -9.1% |
| 30D | -2.4% | +6.6% | -9.0% | -4.3% |
| 3M | +19.0% | -4.1% | +23.1% | +19.8% |
| 6M | +26.8% | -5.2% | +32.0% | +27.4% |
| YTD | +87.3% | -2.5% | +89.9% | +86.0% |
| 1Y | +92.3% | +4.7% | +87.5% | +87.1% |
| 3Y | +37.3% | +0.6% | +36.7% | +32.6% |
| 5Y | +73.2% | +11.7% | +61.5% | +61.5% |
| 10Y | -0.9% | +120.0% | -120.8% | -22.3% |
| All | +893.2% | +4,411.2% | -3,518.0% | +436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling