+249.4%
PBF vs HSY
+127.3%
+122.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.8% |
| 7D | +4.3% | -2.3% | +6.6% | +5.0% |
| 30D | -21.8% | +6.3% | -28.1% | -23.6% |
| 3M | +1.7% | -5.2% | +6.9% | +2.9% |
| 6M | +69.8% | -8.3% | +78.1% | +72.6% |
| YTD | +167.7% | -2.7% | +170.4% | +163.2% |
| 1Y | +89.0% | +0.1% | +88.8% | +83.5% |
| 3Y | +78.8% | -1.0% | +79.8% | +68.6% |
| 5Y | +415.4% | +10.6% | +404.8% | +334.9% |
| All | +249.4% | +127.3% | +122.1% | +110.8% |
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