-10.1%
HSY vs PNR
-14.2%
+4.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -0.4% | -5.5% | +5.1% | 0.0% |
| 30D | -3.4% | -15.6% | +12.1% | -2.4% |
| 3M | -0.5% | -20.2% | +19.7% | +0.8% |
| 6M | -19.1% | -36.6% | +17.5% | -17.3% |
| YTD | -2.1% | -45.0% | +42.9% | +0.6% |
| 1Y | -3.2% | -47.4% | +44.2% | -0.4% |
| All | -10.1% | -14.2% | +4.1% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling