+123.2%
HSY vs PRU
+97.4%
+25.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.4% |
| 30D | +6.3% | +7.9% | -1.7% | +4.8% |
| 3M | -5.2% | +0.9% | -6.1% | -5.4% |
| 6M | -8.3% | +22.4% | -30.6% | -11.7% |
| YTD | -2.7% | +12.7% | -15.4% | -5.1% |
| 1Y | +0.1% | +19.6% | -19.4% | -3.5% |
| 3Y | -1.0% | +54.0% | -55.0% | -10.6% |
| 5Y | +10.6% | +41.0% | -30.4% | +0.4% |
| All | +123.2% | +97.4% | +25.8% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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