+851.7%
HSY vs PRU
+806.6%
+45.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -3.3% | +1.9% | -5.2% | -3.6% |
| 30D | -2.8% | +2.7% | -5.5% | -3.2% |
| 3M | -4.5% | +19.5% | -23.9% | -7.0% |
| 6M | -24.2% | +26.6% | -50.9% | -26.9% |
| YTD | -2.7% | +12.3% | -15.1% | -4.7% |
| 1Y | -3.7% | +18.0% | -21.8% | -6.4% |
| 3Y | -11.5% | +47.0% | -58.5% | -17.5% |
| 5Y | +10.3% | +48.4% | -38.1% | +1.7% |
| 10Y | +122.1% | +142.4% | -20.3% | +82.3% |
| All | +851.7% | +806.6% | +45.1% | +507.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling