+124.4%
HSY vs PFG
+184.0%
-59.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -2.1% | +2.4% | -4.5% | -2.6% |
| 30D | +6.1% | +5.9% | +0.2% | +5.0% |
| 3M | -5.6% | -0.4% | -5.2% | -5.7% |
| 6M | -9.5% | +14.8% | -24.4% | -11.9% |
| YTD | -2.1% | +31.9% | -34.0% | -7.1% |
| 1Y | +0.8% | +38.8% | -38.0% | -5.3% |
| 3Y | -2.1% | +82.4% | -84.5% | -13.6% |
| 5Y | +11.2% | +94.7% | -83.5% | -4.8% |
| All | +124.4% | +184.0% | -59.5% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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