+293.0%
PCAR vs HSY
+122.5%
+170.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.4% |
| 7D | +2.9% | +1.3% | +1.6% | +2.5% |
| 30D | -2.1% | +6.6% | -8.7% | -4.0% |
| 3M | -20.4% | -4.1% | -16.2% | -19.6% |
| 6M | -7.0% | -5.2% | -1.7% | -6.3% |
| YTD | -2.6% | -2.5% | -0.1% | -3.3% |
| 1Y | +9.8% | +4.7% | +5.0% | +6.5% |
| 3Y | +37.3% | +0.6% | +36.7% | +32.0% |
| 5Y | +116.4% | +11.7% | +104.8% | +97.5% |
| 10Y | +293.0% | +120.0% | +173.0% | +203.2% |
| All | +293.0% | +122.5% | +170.4% | +203.2% |
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