+359.1%
PCAR vs HSY
+122.8%
+236.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | -7.7% | -4.2% | -3.5% | -6.7% |
| 3M | +3.7% | -0.7% | +4.4% | +3.5% |
| 6M | +2.3% | -21.8% | +24.1% | +9.1% |
| YTD | +12.8% | -2.7% | +15.5% | +12.2% |
| 1Y | +27.8% | -4.8% | +32.6% | +27.7% |
| 3Y | +61.8% | -9.4% | +71.2% | +61.8% |
| 5Y | +168.2% | +11.3% | +156.9% | +145.6% |
| 10Y | +359.1% | +125.0% | +234.1% | +251.5% |
| All | +359.1% | +122.8% | +236.2% | +251.5% |
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