+15.6%
HSY vs PCOR
-19.6%
+35.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +7.5% | +22.7% | -15.2% | +7.5% |
| 30D | +11.1% | +37.5% | -26.4% | +11.2% |
| 3M | -1.9% | +35.2% | -37.1% | -1.8% |
| 6M | -3.0% | +42.2% | -45.2% | -2.9% |
| YTD | 0.0% | +3.6% | -3.5% | +0.2% |
| 1Y | +9.4% | -4.8% | +14.2% | +9.6% |
| 3Y | +3.8% | +48.3% | -44.6% | +3.5% |
| All | +15.6% | -19.6% | +35.2% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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