+448.7%
AXP vs HSY
+125.6%
+323.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.6% | +7.5% | -6.9% | -1.9% |
| 30D | +5.8% | +11.1% | -5.2% | +2.0% |
| 3M | -6.0% | -1.9% | -4.1% | -5.6% |
| 6M | +0.3% | -3.0% | +3.3% | +0.6% |
| YTD | -12.3% | 0.0% | -12.3% | -14.1% |
| 1Y | -11.2% | +9.4% | -20.7% | -16.2% |
| 3Y | +117.0% | +3.8% | +113.3% | +100.7% |
| 5Y | +93.2% | +15.2% | +78.0% | +61.5% |
| All | +448.7% | +125.6% | +323.1% | +279.5% |
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