+180.7%
PBF vs HSY
-3.8%
+184.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +1.0% |
| 7D | +2.3% | -0.4% | +2.7% | +2.2% |
| 30D | +11.6% | -3.4% | +15.0% | +10.9% |
| 3M | +81.7% | -0.5% | +82.2% | +81.1% |
| 6M | +96.4% | -19.1% | +115.6% | +92.3% |
| YTD | +189.5% | -2.1% | +191.5% | +184.5% |
| 1Y | +180.7% | -3.2% | +184.0% | +178.7% |
| All | +180.7% | -3.8% | +184.5% | +178.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling