+393.4%
PBF vs HSY
+11.7%
+381.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.2% |
| 7D | -15.3% | +3.8% | -19.1% | -15.4% |
| 30D | -21.8% | +6.9% | -28.7% | -22.0% |
| 3M | -0.2% | -4.1% | +3.9% | -0.1% |
| 6M | +63.6% | -5.0% | +68.6% | +63.7% |
| YTD | +147.5% | -2.3% | +149.8% | +145.6% |
| 1Y | +69.8% | +6.1% | +63.7% | +67.2% |
| 3Y | +65.3% | -0.7% | +66.0% | +63.4% |
| 5Y | +393.4% | +9.9% | +383.5% | +356.3% |
| All | +393.4% | +11.7% | +381.7% | +356.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling