+421.5%
HSY vs PSKY
-42.6%
+464.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | -1.6% | +2.4% | -3.9% | -1.8% |
| 30D | -4.2% | +17.5% | -21.8% | -6.0% |
| 3M | -0.7% | +4.4% | -5.2% | -1.3% |
| 6M | -21.8% | -9.0% | -12.8% | -21.3% |
| YTD | -2.7% | -18.6% | +15.9% | -1.3% |
| 1Y | -4.8% | -27.7% | +22.9% | -2.8% |
| 3Y | -9.4% | -16.9% | +7.5% | -12.2% |
| 5Y | +11.3% | -70.3% | +81.5% | +19.1% |
| 10Y | +125.0% | -74.9% | +200.0% | +123.1% |
| All | +421.5% | -42.6% | +464.1% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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