+126.5%
HSY vs PNR
+66.2%
+60.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.1% | -6.0% | +6.1% | +1.2% |
| 30D | -5.2% | -14.0% | +8.8% | -2.6% |
| 3M | -3.4% | -21.7% | +18.3% | +0.6% |
| 6M | -19.2% | -37.3% | +18.1% | -12.5% |
| YTD | -2.6% | -45.1% | +42.5% | +7.8% |
| 1Y | -3.8% | -49.1% | +45.4% | +8.0% |
| 3Y | -10.6% | -14.8% | +4.2% | -11.5% |
| 5Y | +12.3% | -21.0% | +33.3% | +12.3% |
| All | +126.5% | +66.2% | +60.3% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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