+4,328.1%
HSY vs PNR
+3,553.7%
+774.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | -1.6% | -3.0% | +1.5% | -1.1% |
| 30D | -4.2% | -14.9% | +10.7% | -2.1% |
| 3M | -0.7% | -19.0% | +18.3% | +1.9% |
| 6M | -21.8% | -35.9% | +14.1% | -17.3% |
| YTD | -2.7% | -43.1% | +40.5% | +4.4% |
| 1Y | -4.8% | -46.4% | +41.6% | +2.9% |
| 3Y | -9.4% | -10.8% | +1.5% | -9.7% |
| 5Y | +11.3% | -18.9% | +30.1% | +11.0% |
| 10Y | +125.0% | +64.4% | +60.6% | +98.7% |
| All | +4,328.1% | +3,553.7% | +774.3% | +2,923.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling