+126.5%
HSY vs AMCR
+14.6%
+111.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +0.1% | -6.3% | +6.4% | +1.7% |
| 30D | -5.2% | -7.8% | +2.6% | -3.3% |
| 3M | -3.4% | +7.5% | -10.9% | -5.3% |
| 6M | -19.2% | +2.7% | -21.9% | -20.2% |
| YTD | -2.6% | +6.0% | -8.7% | -4.9% |
| 1Y | -3.8% | +7.8% | -11.6% | -6.5% |
| 3Y | -10.6% | +5.8% | -16.4% | -13.9% |
| 5Y | +12.3% | -11.6% | +23.9% | +12.3% |
| All | +126.5% | +14.6% | +111.9% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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