-28.3%
APTV vs HSY
+128.6%
-156.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | -1.7% | -2.1% | +0.4% | -1.0% |
| 30D | -11.6% | +6.1% | -17.7% | -13.6% |
| 3M | -21.2% | -5.6% | -15.6% | -19.8% |
| 6M | -28.5% | -9.5% | -19.0% | -26.6% |
| YTD | -49.1% | -2.1% | -47.0% | -49.8% |
| 1Y | -52.2% | +0.8% | -53.0% | -53.5% |
| 3Y | -48.6% | -2.1% | -46.5% | -50.8% |
| 5Y | -77.3% | +11.2% | -88.5% | -80.5% |
| All | -28.3% | +128.6% | -156.9% | -47.2% |
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