+662.0%
PBR vs HSY
+128.6%
+533.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +22.9% | -5.2% | +28.1% | +25.4% |
| 3M | +19.6% | -3.4% | +23.0% | +20.4% |
| 6M | +16.5% | -19.2% | +35.7% | +26.0% |
| YTD | +86.7% | -2.6% | +89.3% | +84.1% |
| 1Y | +74.7% | -3.8% | +78.5% | +72.4% |
| 3Y | +102.6% | -10.6% | +113.2% | +101.7% |
| 5Y | +566.6% | +12.3% | +554.3% | +448.2% |
| All | +662.0% | +128.6% | +533.4% | +437.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling