+4,325.0%
HSY vs PEG
+2,907.1%
+1,417.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | -2.8% | -2.4% | -0.4% | -2.0% |
| 3M | -4.5% | -4.8% | +0.3% | -2.9% |
| 6M | -24.2% | -10.7% | -13.5% | -21.3% |
| YTD | -2.7% | -6.7% | +3.9% | -0.7% |
| 1Y | -3.7% | -6.8% | +3.1% | -1.8% |
| 3Y | -11.5% | +34.5% | -46.0% | -21.8% |
| 5Y | +10.3% | +35.8% | -25.4% | -3.5% |
| 10Y | +122.1% | +141.7% | -19.6% | +57.6% |
| All | +4,325.0% | +2,907.1% | +1,417.9% | +947.8% |
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