+128.1%
HSY vs PTC
+196.2%
-68.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -3.0% | -13.6% | +10.6% | -1.8% |
| 30D | -5.0% | -14.7% | +9.6% | -3.8% |
| 3M | -1.3% | -5.9% | +4.6% | -1.1% |
| 6M | -21.5% | -21.1% | -0.4% | -20.2% |
| YTD | -3.3% | -26.0% | +22.7% | -1.2% |
| 1Y | -5.5% | -36.8% | +31.3% | -2.1% |
| 3Y | -9.9% | -10.3% | +0.3% | -11.0% |
| 5Y | +11.3% | +1.2% | +10.2% | +7.1% |
| 10Y | +128.1% | +198.3% | -70.2% | +78.0% |
| All | +128.1% | +196.2% | -68.1% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PTC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling