+67.7%
PBF vs HSY
-25.2%
+92.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.6% |
| 7D | +4.3% | -3.3% | +7.6% | +3.3% |
| 30D | +22.0% | -2.8% | +24.8% | +20.9% |
| 3M | +74.5% | -4.5% | +79.0% | +71.0% |
| 6M | +67.7% | -24.2% | +91.9% | +52.7% |
| All | +67.7% | -25.2% | +92.8% | +52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling