+4,325.0%
HSY vs PHM
+11,456.8%
-7,131.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -3.3% | -3.2% | -0.1% | -2.9% |
| 30D | -2.8% | -6.4% | +3.6% | -2.1% |
| 3M | -4.5% | +5.5% | -10.0% | -5.2% |
| 6M | -24.2% | -5.4% | -18.8% | -23.9% |
| YTD | -2.7% | +6.6% | -9.3% | -3.8% |
| 1Y | -3.7% | -8.8% | +5.1% | -3.1% |
| 3Y | -11.5% | +54.1% | -65.6% | -17.4% |
| 5Y | +10.3% | +144.5% | -134.1% | -4.1% |
| 10Y | +122.1% | +569.4% | -447.3% | +66.7% |
| All | +4,325.0% | +11,456.8% | -7,131.7% | +1,777.3% |
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