-9.4%
HSY vs PFG
+71.3%
-80.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -1.6% | +6.0% | -7.5% | -2.1% |
| 30D | -4.2% | +2.2% | -6.4% | -4.5% |
| 3M | -0.7% | +10.4% | -11.1% | -1.7% |
| 6M | -21.8% | +27.8% | -49.6% | -23.6% |
| YTD | -2.7% | +33.6% | -36.3% | -5.5% |
| 1Y | -4.8% | +49.3% | -54.1% | -8.7% |
| 3Y | -9.4% | +69.7% | -79.1% | -15.5% |
| All | -9.4% | +71.3% | -80.7% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling