+330.8%
PBF vs HSY
+226.4%
+104.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +4.3% | -3.3% | +7.6% | +5.4% |
| 30D | +22.0% | -2.8% | +24.8% | +22.9% |
| 3M | +74.5% | -4.5% | +79.0% | +75.9% |
| 6M | +67.7% | -24.2% | +91.9% | +82.1% |
| YTD | +179.2% | -2.7% | +181.9% | +176.2% |
| 1Y | +170.0% | -3.7% | +173.7% | +166.7% |
| 3Y | +66.4% | -11.5% | +77.9% | +66.3% |
| 5Y | +764.5% | +10.3% | +754.2% | +655.5% |
| 10Y | +358.5% | +122.1% | +236.4% | +211.3% |
| All | +330.8% | +226.4% | +104.4% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling