-0.9%
HSY vs PENG
+222.1%
-223.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.3% | -8.9% | +2.0% |
| 7D | +1.1% | +1.9% | -0.8% | +1.5% |
| 30D | +7.7% | -37.8% | +45.5% | +6.2% |
| 3M | -2.3% | -14.1% | +11.8% | -2.2% |
| 6M | -5.3% | +13.1% | -18.4% | -4.7% |
| YTD | -0.9% | +151.8% | -152.7% | +0.8% |
| 1Y | +5.2% | +136.0% | -130.8% | +7.0% |
| All | -0.9% | +222.1% | -223.0% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling