+4,333.4%
HSY vs PTC
+8,854.1%
-4,520.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +1.3% | +0.8% | +0.5% | +1.3% |
| 30D | +6.6% | +0.7% | +5.9% | +6.5% |
| 3M | -4.1% | +32.6% | -36.7% | -6.1% |
| 6M | -5.2% | +33.6% | -38.8% | -7.4% |
| YTD | -2.5% | +12.4% | -15.0% | -3.9% |
| 1Y | +4.7% | +11.2% | -6.5% | +3.4% |
| 3Y | +0.6% | +31.7% | -31.1% | -2.4% |
| 5Y | +11.7% | +60.1% | -48.4% | +6.4% |
| 10Y | +120.0% | +317.2% | -197.2% | +93.9% |
| All | +4,333.4% | +8,854.1% | -4,520.6% | +2,178.1% |
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