+90.8%
HSY vs PENG
+689.3%
-598.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +0.6% |
| 7D | -2.1% | +13.2% | -15.4% | -2.3% |
| 30D | +6.1% | -29.9% | +36.0% | +6.6% |
| 3M | -5.6% | -22.2% | +16.6% | -5.5% |
| 6M | -9.5% | -1.9% | -7.7% | -10.8% |
| YTD | -2.1% | +142.1% | -144.2% | -6.9% |
| 1Y | +0.8% | +151.5% | -150.7% | -4.4% |
| 3Y | -2.1% | +206.9% | -209.1% | -9.7% |
| 5Y | +11.2% | +58.2% | -47.0% | +4.1% |
| All | +90.8% | +689.3% | -598.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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