+4,328.6%
HSY vs PHM
+11,710.1%
-7,381.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | -2.3% | -6.1% | +3.8% | -1.6% |
| 30D | +6.3% | +13.7% | -7.4% | +4.6% |
| 3M | -5.2% | -1.5% | -3.7% | -5.1% |
| 6M | -8.3% | +11.3% | -19.6% | -9.7% |
| YTD | -2.7% | +8.9% | -11.6% | -4.1% |
| 1Y | +0.1% | +6.1% | -6.0% | -1.1% |
| 3Y | -1.0% | +57.7% | -58.7% | -7.9% |
| 5Y | +10.6% | +159.0% | -148.3% | -4.6% |
| 10Y | +127.0% | +676.2% | -549.2% | +67.5% |
| All | +4,328.6% | +11,710.1% | -7,381.5% | +1,772.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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