+94.9%
HSY vs PENG
+597.2%
-502.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.4% | -12.0% | +0.2% |
| 7D | +7.5% | -19.4% | +27.0% | +7.8% |
| 30D | +11.1% | -42.4% | +53.5% | +11.9% |
| 3M | -1.9% | -25.6% | +23.7% | -1.9% |
| 6M | -3.0% | +7.3% | -10.3% | -4.9% |
| YTD | 0.0% | +113.9% | -113.8% | -4.7% |
| 1Y | +9.4% | +93.6% | -84.1% | +4.6% |
| 3Y | +3.8% | +170.2% | -166.5% | -4.1% |
| 5Y | +15.2% | +44.2% | -29.0% | +7.7% |
| All | +94.9% | +597.2% | -502.2% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling