+250.9%
PBF vs HSY
+128.6%
+122.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +6.5% | -2.1% | +8.6% | +7.1% |
| 30D | -20.0% | +6.1% | -26.1% | -21.8% |
| 3M | -3.3% | -5.6% | +2.3% | -2.1% |
| 6M | +76.8% | -9.5% | +86.4% | +80.7% |
| YTD | +168.9% | -2.1% | +171.0% | +163.9% |
| 1Y | +96.4% | +0.8% | +95.6% | +90.3% |
| 3Y | +77.2% | -2.1% | +79.3% | +68.3% |
| 5Y | +417.7% | +11.2% | +406.5% | +336.1% |
| All | +250.9% | +128.6% | +122.3% | +111.4% |
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