+56.0%
PBF vs HSY
-9.5%
+65.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | +2.4% | -1.6% | +3.9% | +2.4% |
| 30D | +24.9% | -4.2% | +29.1% | +24.8% |
| 3M | +81.9% | -0.7% | +82.6% | +81.4% |
| 6M | +79.4% | -21.8% | +101.2% | +81.1% |
| YTD | +188.3% | -2.7% | +191.0% | +185.7% |
| 1Y | +177.3% | -4.8% | +182.1% | +175.5% |
| 3Y | +56.0% | -9.4% | +65.4% | +45.8% |
| All | +56.0% | -9.5% | +65.5% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling