+202.7%
PAAS vs HSY
+122.8%
+79.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +2.0% | -1.6% | +3.6% | +2.5% |
| 30D | -0.1% | -4.2% | +4.1% | +1.1% |
| 3M | +8.2% | -0.7% | +9.0% | +8.0% |
| 6M | -13.8% | -21.8% | +8.0% | -7.6% |
| YTD | -0.6% | -2.7% | +2.0% | -1.2% |
| 1Y | +44.0% | -4.8% | +48.8% | +43.6% |
| 3Y | +246.6% | -9.4% | +255.9% | +244.4% |
| 5Y | +116.1% | +11.3% | +104.8% | +92.1% |
| 10Y | +202.7% | +125.0% | +77.7% | +136.5% |
| All | +202.7% | +122.8% | +79.9% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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