+11.3%
HSY vs PTC
+1.8%
+9.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.3% |
| 7D | -1.6% | -12.8% | +11.2% | -1.1% |
| 30D | -4.2% | -9.8% | +5.6% | -3.9% |
| 3M | -0.7% | -2.1% | +1.3% | -0.8% |
| 6M | -21.8% | -18.1% | -3.7% | -21.4% |
| YTD | -2.7% | -23.5% | +20.8% | -2.0% |
| 1Y | -4.8% | -37.4% | +32.5% | -3.6% |
| 3Y | -9.4% | -7.2% | -2.1% | -11.2% |
| 5Y | +11.3% | +2.7% | +8.6% | +6.0% |
| All | +11.3% | +1.8% | +9.4% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling