+127.2%
HSY vs AME
+439.0%
-311.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | +7.7% | -4.1% | +11.8% | +8.4% |
| 3M | -2.3% | -6.3% | +4.1% | -1.1% |
| 6M | -5.3% | +3.5% | -8.9% | -7.2% |
| YTD | -0.9% | +17.3% | -18.2% | -6.7% |
| 1Y | +5.2% | +22.0% | -16.8% | -2.2% |
| 3Y | +0.7% | +62.0% | -61.3% | -16.5% |
| 5Y | +12.2% | +78.5% | -66.3% | -11.5% |
| All | +127.2% | +439.0% | -311.8% | +33.7% |
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