+4,300.5%
HSY vs PPG
+2,625.9%
+1,674.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -3.0% | -3.7% | +0.8% | -2.0% |
| 30D | -5.0% | -7.2% | +2.2% | -3.2% |
| 3M | -1.3% | -7.3% | +6.0% | +0.4% |
| 6M | -21.5% | +0.3% | -21.8% | -22.1% |
| YTD | -3.3% | +6.5% | -9.8% | -5.8% |
| 1Y | -5.5% | +0.5% | -6.0% | -6.6% |
| 3Y | -9.9% | -15.3% | +5.4% | -7.9% |
| 5Y | +11.3% | -22.9% | +34.2% | +13.9% |
| 10Y | +128.1% | +28.4% | +99.7% | +95.7% |
| All | +4,300.5% | +2,625.9% | +1,674.6% | +1,417.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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