+4,325.0%
HSY vs PTC
+6,346.6%
-2,021.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.7% |
| 7D | -3.3% | -10.3% | +7.0% | -2.6% |
| 30D | -2.8% | +1.1% | -4.0% | -2.9% |
| 3M | -4.5% | +1.6% | -6.1% | -4.7% |
| 6M | -24.2% | -13.5% | -10.7% | -23.7% |
| YTD | -2.7% | -19.1% | +16.3% | -1.8% |
| 1Y | -3.7% | -33.9% | +30.1% | -1.6% |
| 3Y | -11.5% | -3.9% | -7.6% | -12.1% |
| 5Y | +10.3% | +6.0% | +4.3% | +8.2% |
| 10Y | +122.1% | +223.7% | -101.6% | +99.6% |
| All | +4,325.0% | +6,346.6% | -2,021.6% | +2,228.5% |
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