+169.1%
APD vs HSY
+124.3%
+44.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.6% | -3.0% | -1.6% | -3.6% |
| 30D | -4.2% | -5.0% | +0.8% | -2.6% |
| 3M | +5.0% | -1.3% | +6.3% | +4.9% |
| 6M | +8.9% | -21.5% | +30.4% | +17.7% |
| YTD | +21.9% | -3.3% | +25.2% | +21.4% |
| 1Y | +5.6% | -5.5% | +11.1% | +5.7% |
| 3Y | +6.9% | -9.9% | +16.8% | +7.0% |
| 5Y | +25.3% | +11.3% | +14.0% | +10.4% |
| 10Y | +169.1% | +128.1% | +41.0% | +87.9% |
| All | +169.1% | +124.3% | +44.7% | +87.9% |
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