+249.5%
HSY vs AMBA
+722.2%
-472.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.4% | +11.1% | +1.9% |
| 7D | +10.7% | -14.6% | +25.3% | +11.0% |
| 30D | +10.3% | -18.8% | +29.1% | +10.7% |
| 3M | -0.4% | -32.6% | +32.2% | +0.3% |
| 6M | -2.5% | -25.8% | +23.3% | -2.5% |
| YTD | -0.3% | -22.1% | +21.8% | -0.6% |
| 1Y | +7.6% | -36.2% | +43.8% | +7.9% |
| 3Y | +3.2% | +10.0% | -6.8% | +0.2% |
| 5Y | +14.7% | -71.6% | +86.3% | +15.6% |
| 10Y | +126.0% | -4.7% | +130.8% | +105.1% |
| All | +249.5% | +722.2% | -472.7% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling