+123.2%
HSY vs PTC
+313.0%
-189.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -2.3% | +0.8% | -3.2% | -2.4% |
| 30D | +6.3% | +1.2% | +5.1% | +6.2% |
| 3M | -5.2% | +32.6% | -37.8% | -7.7% |
| 6M | -8.3% | +36.1% | -44.4% | -11.1% |
| YTD | -2.7% | +12.7% | -15.3% | -4.2% |
| 1Y | +0.1% | +10.2% | -10.0% | -1.3% |
| 3Y | -1.0% | +29.4% | -30.5% | -5.2% |
| 5Y | +10.6% | +61.1% | -50.5% | +2.1% |
| All | +123.2% | +313.0% | -189.8% | +77.3% |
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