+15.6%
HSY vs PENG
+42.1%
-26.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.4% | -12.0% | +0.8% |
| 7D | +7.5% | -19.4% | +27.0% | +6.9% |
| 30D | +11.1% | -42.4% | +53.5% | +9.6% |
| 3M | -1.9% | -25.6% | +23.7% | -2.5% |
| 6M | -3.0% | +7.3% | -10.3% | -3.2% |
| YTD | 0.0% | +113.9% | -113.8% | +0.2% |
| 1Y | +9.4% | +93.6% | -84.1% | +9.6% |
| 3Y | +3.8% | +170.2% | -166.5% | +3.6% |
| All | +15.6% | +42.1% | -26.5% | +14.1% |
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