+126.5%
HSY vs PSLV
+190.6%
-64.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | -5.2% | -2.1% | -3.0% | -5.1% |
| 3M | -3.4% | -1.6% | -1.8% | -3.4% |
| 6M | -19.2% | -25.5% | +6.3% | -17.7% |
| YTD | -2.6% | -11.4% | +8.8% | -4.2% |
| 1Y | -3.8% | +48.6% | -52.4% | -11.2% |
| 3Y | -10.6% | +166.9% | -177.5% | -24.5% |
| 5Y | +12.3% | +152.4% | -140.1% | -5.3% |
| All | +126.5% | +190.6% | -64.1% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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