+4,353.6%
HSY vs AME
+19,084.4%
-14,730.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | -2.1% | +5.9% | -8.0% | -3.2% |
| 30D | +6.1% | -1.9% | +8.0% | +6.2% |
| 3M | -5.6% | -5.4% | -0.3% | -5.0% |
| 6M | -9.5% | +4.9% | -14.5% | -11.0% |
| YTD | -2.1% | +18.5% | -20.6% | -6.1% |
| 1Y | +0.8% | +25.5% | -24.7% | -4.4% |
| 3Y | -2.1% | +63.0% | -65.2% | -12.8% |
| 5Y | +11.2% | +78.3% | -67.1% | -3.3% |
| 10Y | +128.3% | +447.1% | -318.8% | +59.2% |
| All | +4,353.6% | +19,084.4% | -14,730.7% | +1,689.6% |
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