+125.0%
HSY vs PRU
+139.4%
-14.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.2% | +0.5% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | -4.2% | -0.4% | -3.8% | -4.2% |
| 3M | -0.7% | +16.4% | -17.1% | -3.4% |
| 6M | -21.8% | +26.0% | -47.8% | -25.1% |
| YTD | -2.7% | +9.9% | -12.6% | -4.6% |
| 1Y | -4.8% | +18.8% | -23.6% | -8.2% |
| 3Y | -9.4% | +45.3% | -54.7% | -17.0% |
| 5Y | +11.3% | +45.6% | -34.3% | +0.4% |
| 10Y | +125.0% | +139.6% | -14.6% | +70.3% |
| All | +125.0% | +139.4% | -14.3% | +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