+106.6%
PCAR vs HSY
+14.9%
+91.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +0.1% | +7.5% | -7.5% | -1.3% |
| 30D | -4.6% | +11.1% | -15.6% | -6.4% |
| 3M | -22.6% | -1.9% | -20.6% | -22.4% |
| 6M | -12.0% | -3.0% | -9.0% | -11.9% |
| YTD | -6.1% | 0.0% | -6.1% | -7.1% |
| 1Y | +6.3% | +9.4% | -3.1% | +3.1% |
| 3Y | +31.8% | +3.8% | +28.0% | +27.1% |
| All | +106.6% | +14.9% | +91.8% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling