+127.8%
HSY vs AMBA
+4.3%
+123.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.3% |
| 7D | +3.8% | -2.6% | +6.5% | +3.9% |
| 30D | +6.9% | -10.5% | +17.4% | +7.0% |
| 3M | -4.1% | -26.4% | +22.4% | -3.6% |
| 6M | -5.0% | -20.9% | +15.9% | -5.0% |
| YTD | -2.3% | -14.8% | +12.5% | -2.7% |
| 1Y | +6.1% | -36.1% | +42.2% | +6.5% |
| 3Y | -0.7% | +20.2% | -20.9% | -4.1% |
| 5Y | +9.9% | -67.2% | +77.1% | +10.8% |
| 10Y | +127.8% | +5.0% | +122.9% | +93.5% |
| All | +127.8% | +4.3% | +123.5% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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