+528.8%
APP vs HSY
+23.4%
+505.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.4% | +4.2% |
| 7D | +79.2% | +1.3% | +77.9% | +79.5% |
| 30D | +48.0% | +6.6% | +41.4% | +50.6% |
| 3M | +18.2% | -4.1% | +22.3% | +17.0% |
| 6M | -12.5% | -5.2% | -7.3% | -13.4% |
| YTD | -39.2% | -2.5% | -36.6% | -38.7% |
| 1Y | -33.9% | +4.7% | -38.6% | -31.9% |
| 3Y | +933.3% | +0.6% | +932.7% | +981.0% |
| 5Y | +295.9% | +11.7% | +284.2% | +358.1% |
| All | +528.8% | +23.4% | +505.4% | +612.5% |
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