+281.9%
PBF vs HSY
+227.9%
+54.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.3% |
| 7D | -15.3% | +3.8% | -19.1% | -16.4% |
| 30D | -21.8% | +6.9% | -28.7% | -23.7% |
| 3M | -0.2% | -4.1% | +3.9% | +0.5% |
| 6M | +63.6% | -5.0% | +68.6% | +64.2% |
| YTD | +147.5% | -2.3% | +149.8% | +143.5% |
| 1Y | +69.8% | +6.1% | +63.7% | +61.8% |
| 3Y | +65.3% | -0.7% | +66.0% | +56.5% |
| 5Y | +393.4% | +9.9% | +383.5% | +331.9% |
| 10Y | +240.3% | +127.8% | +112.5% | +128.6% |
| All | +281.9% | +227.9% | +54.1% | +104.9% |
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