+11.4%
HSY vs PENG
+56.5%
-45.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.0% | +0.4% |
| 7D | -2.1% | +13.2% | -15.4% | -1.7% |
| 30D | +6.1% | -29.9% | +36.0% | +5.4% |
| 3M | -5.6% | -22.2% | +16.6% | -5.8% |
| 6M | -9.5% | -1.9% | -7.7% | -9.4% |
| YTD | -2.1% | +142.1% | -144.2% | -1.5% |
| 1Y | +0.8% | +151.5% | -150.7% | +1.4% |
| 3Y | -2.1% | +206.9% | -209.1% | -2.0% |
| All | +11.4% | +56.5% | -45.2% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling