+4,451.0%
HSY vs PTC
+8,817.5%
-4,366.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | +7.5% | -0.2% | +7.8% | +7.5% |
| 30D | +11.1% | +0.8% | +10.3% | +11.0% |
| 3M | -1.9% | +32.1% | -34.0% | -4.0% |
| 6M | -3.0% | +42.6% | -45.6% | -5.6% |
| YTD | 0.0% | +12.0% | -11.9% | -1.3% |
| 1Y | +9.4% | +12.2% | -2.7% | +7.9% |
| 3Y | +3.8% | +31.2% | -27.5% | +0.7% |
| 5Y | +15.2% | +54.9% | -39.7% | +9.9% |
| 10Y | +126.9% | +343.1% | -216.3% | +99.2% |
| All | +4,451.0% | +8,817.5% | -4,366.5% | +2,239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling