+120.0%
HSY vs PRU
+115.4%
+4.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -3.0% |
| 7D | +1.3% | +3.2% | -1.9% | +0.7% |
| 30D | +6.6% | +7.9% | -1.3% | +5.1% |
| 3M | -4.1% | +1.8% | -5.9% | -4.5% |
| 6M | -5.2% | +24.1% | -29.4% | -9.0% |
| YTD | -2.5% | +12.4% | -14.9% | -4.9% |
| 1Y | +4.7% | +20.9% | -16.2% | +0.8% |
| 3Y | +0.6% | +55.5% | -54.9% | -9.2% |
| 5Y | +11.7% | +42.7% | -31.0% | +1.2% |
| 10Y | +120.0% | +106.1% | +13.8% | +76.3% |
| All | +120.0% | +115.4% | +4.6% | +76.3% |
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