+129.5%
HSY vs PTC
+206.2%
-76.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.5% |
| 7D | -1.6% | -12.8% | +11.2% | -0.4% |
| 30D | -4.2% | -9.8% | +5.6% | -3.4% |
| 3M | -0.7% | -2.1% | +1.3% | -0.8% |
| 6M | -21.8% | -18.1% | -3.7% | -20.7% |
| YTD | -2.7% | -23.5% | +20.8% | -0.8% |
| 1Y | -4.8% | -37.4% | +32.5% | -1.3% |
| 3Y | -9.4% | -7.2% | -2.1% | -10.7% |
| 5Y | +11.3% | +2.7% | +8.6% | +7.0% |
| All | +129.5% | +206.2% | -76.7% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling