+9.9%
HSY vs AME
+76.9%
-67.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +3.8% | -4.1% | +8.0% | +4.2% |
| 30D | +6.9% | -4.1% | +11.0% | +7.2% |
| 3M | -4.1% | -5.6% | +1.6% | -3.7% |
| 6M | -5.0% | +2.8% | -7.8% | -5.9% |
| YTD | -2.3% | +16.6% | -18.9% | -5.2% |
| 1Y | +6.1% | +21.1% | -15.0% | +2.2% |
| 3Y | -0.7% | +61.1% | -61.8% | -11.7% |
| 5Y | +9.9% | +76.6% | -66.7% | -7.7% |
| All | +9.9% | +76.9% | -67.0% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling