-4.7%
HSY vs AS
+137.8%
-142.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | +3.8% | +4.5% | -0.7% | +3.7% |
| 30D | +6.9% | +13.2% | -6.3% | +6.7% |
| 3M | -4.1% | -11.9% | +7.8% | -4.0% |
| 6M | -5.0% | -11.6% | +6.6% | -4.9% |
| YTD | -2.3% | -14.7% | +12.4% | -2.3% |
| 1Y | +6.1% | +5.7% | +0.4% | +5.8% |
| All | -4.7% | +137.8% | -142.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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