+469.1%
AXP vs HSY
+121.4%
+347.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.1% | -3.3% | +1.2% | -1.0% |
| 30D | -6.5% | -2.8% | -3.7% | -5.7% |
| 3M | +4.6% | -4.5% | +9.1% | +5.9% |
| 6M | +5.4% | -24.2% | +29.6% | +15.3% |
| YTD | -11.1% | -2.7% | -8.4% | -12.0% |
| 1Y | -0.3% | -3.7% | +3.4% | -1.3% |
| 3Y | +111.6% | -11.5% | +123.0% | +112.2% |
| 5Y | +117.6% | +10.3% | +107.2% | +86.4% |
| All | +469.1% | +121.4% | +347.8% | +315.4% |
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