+3,159.9%
PEP vs HSY
+4,402.6%
-1,242.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -1.4% | -3.3% | +1.9% | -0.1% |
| 30D | +0.2% | -2.8% | +3.1% | +1.3% |
| 3M | -1.1% | -4.5% | +3.4% | +0.5% |
| 6M | -13.5% | -24.2% | +10.7% | -3.9% |
| YTD | -1.2% | -2.7% | +1.5% | -0.7% |
| 1Y | -1.6% | -3.7% | +2.2% | -1.1% |
| 3Y | -12.5% | -11.5% | -1.0% | -10.4% |
| 5Y | +3.0% | +10.3% | -7.3% | -3.4% |
| 10Y | +73.9% | +122.1% | -48.2% | +25.1% |
| All | +3,159.9% | +4,402.6% | -1,242.7% | +506.3% |
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 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