-18.2%
APTV vs HSY
+130.0%
-148.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.4% | +2.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -7.9% | -3.4% | -4.5% | -6.9% |
| 3M | -29.9% | -0.5% | -29.4% | -30.2% |
| 6M | -36.6% | -19.1% | -17.4% | -32.0% |
| YTD | -40.0% | -2.1% | -37.9% | -40.7% |
| 1Y | -44.0% | -3.2% | -40.8% | -44.7% |
| 3Y | -54.5% | -8.8% | -45.7% | -54.9% |
| 5Y | -68.8% | +13.0% | -81.8% | -73.4% |
| All | -18.2% | +130.0% | -148.1% | -41.0% |
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