+878.7%
HSY vs PRU
+785.9%
+92.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.8% |
| 7D | +7.5% | +2.4% | +5.1% | +7.1% |
| 30D | +11.1% | +6.1% | +4.9% | +10.1% |
| 3M | -1.9% | -0.7% | -1.2% | -1.9% |
| 6M | -3.0% | +22.1% | -25.0% | -5.8% |
| YTD | 0.0% | +9.8% | -9.7% | -1.6% |
| 1Y | +9.4% | +19.4% | -9.9% | +6.3% |
| 3Y | +3.8% | +50.4% | -46.6% | -3.5% |
| 5Y | +15.2% | +37.2% | -22.0% | +7.5% |
| 10Y | +126.9% | +119.5% | +7.3% | +88.8% |
| All | +878.7% | +785.9% | +92.8% | +526.8% |
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