+4,353.6%
HSY vs PEG
+3,024.2%
+1,329.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.1% |
| 7D | -2.1% | +4.5% | -6.6% | -3.7% |
| 30D | +6.1% | +7.5% | -1.4% | +3.5% |
| 3M | -5.6% | +0.8% | -6.5% | -6.0% |
| 6M | -9.5% | 0.0% | -9.6% | -9.7% |
| YTD | -2.1% | -3.0% | +0.9% | -1.5% |
| 1Y | +0.8% | -4.7% | +5.5% | +2.0% |
| 3Y | -2.1% | +36.5% | -38.6% | -13.9% |
| 5Y | +11.2% | +44.4% | -33.1% | -4.8% |
| 10Y | +128.3% | +170.2% | -41.9% | +56.2% |
| All | +4,353.6% | +3,024.2% | +1,329.4% | +939.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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