+4,325.0%
HSY vs AME
+18,709.1%
-14,384.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -2.8% | -6.7% | +3.9% | -1.6% |
| 3M | -4.5% | +4.1% | -8.6% | -5.5% |
| 6M | -24.2% | +1.6% | -25.8% | -24.8% |
| YTD | -2.7% | +16.1% | -18.9% | -6.0% |
| 1Y | -3.7% | +27.3% | -31.1% | -8.8% |
| 3Y | -11.5% | +50.9% | -62.3% | -19.7% |
| 5Y | +10.3% | +81.4% | -71.0% | -4.1% |
| 10Y | +122.1% | +417.0% | -294.8% | +57.0% |
| All | +4,325.0% | +18,709.1% | -14,384.1% | +1,691.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling