+378.5%
APP vs HSY
+23.3%
+355.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.6% |
| 7D | +0.1% | -1.6% | +1.6% | -0.3% |
| 30D | -10.0% | -4.2% | -5.8% | -11.0% |
| 3M | -44.6% | -0.7% | -43.9% | -44.6% |
| 6M | -37.9% | -21.8% | -16.1% | -41.7% |
| YTD | -53.7% | -2.7% | -51.0% | -53.4% |
| 1Y | -43.0% | -4.8% | -38.1% | -42.7% |
| 3Y | +640.8% | -9.4% | +650.1% | +678.1% |
| 5Y | +358.8% | +11.3% | +347.6% | +424.1% |
| All | +378.5% | +23.3% | +355.3% | +441.8% |
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