+4,345.5%
HSY vs AME
+18,783.2%
-14,437.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +3.8% | -4.1% | +8.0% | +4.5% |
| 30D | +6.9% | -4.1% | +11.0% | +7.4% |
| 3M | -4.1% | -5.6% | +1.6% | -3.4% |
| 6M | -5.0% | +2.8% | -7.8% | -6.1% |
| YTD | -2.3% | +16.6% | -18.9% | -6.0% |
| 1Y | +6.1% | +21.1% | -15.0% | +1.3% |
| 3Y | -0.7% | +61.1% | -61.8% | -11.3% |
| 5Y | +9.9% | +76.6% | -66.7% | -4.3% |
| 10Y | +127.8% | +431.3% | -303.5% | +59.7% |
| All | +4,345.5% | +18,783.2% | -14,437.8% | +1,691.6% |
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