+127.8%
HSY vs AME
+427.9%
-300.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -3.4% | -8.6% | +5.2% | -1.1% |
| 3M | -0.5% | +5.8% | -6.3% | -2.5% |
| 6M | -19.1% | +3.8% | -23.0% | -20.6% |
| YTD | -2.1% | +14.4% | -16.5% | -6.6% |
| 1Y | -3.2% | +25.8% | -29.0% | -10.6% |
| 3Y | -8.8% | +55.2% | -64.0% | -22.8% |
| 5Y | +13.0% | +85.5% | -72.6% | -11.7% |
| All | +127.8% | +427.9% | -300.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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