+506.6%
APP vs HSY
+23.7%
+482.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +61.1% | +3.8% | +57.3% | +62.4% |
| 30D | +42.8% | +6.9% | +35.9% | +45.4% |
| 3M | +16.7% | -4.1% | +20.7% | +15.4% |
| 6M | -15.6% | -5.0% | -10.6% | -16.4% |
| YTD | -41.3% | -2.3% | -39.0% | -40.8% |
| 1Y | -39.3% | +6.1% | -45.4% | -37.2% |
| 3Y | +803.2% | -0.7% | +803.9% | +846.2% |
| 5Y | +313.2% | +9.9% | +303.3% | +376.5% |
| All | +506.6% | +23.7% | +482.9% | +587.8% |
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 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