+3,301.6%
PEP vs HSY
+4,423.4%
-1,121.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +4.6% | +3.8% | +0.8% | +3.1% |
| 30D | +14.0% | +6.9% | +7.1% | +10.9% |
| 3M | +5.4% | -4.1% | +9.5% | +7.0% |
| 6M | -5.1% | -5.0% | -0.2% | -3.6% |
| YTD | +3.1% | -2.3% | +5.4% | +3.3% |
| 1Y | +4.8% | +6.1% | -1.3% | +1.5% |
| 3Y | -4.1% | -0.7% | -3.5% | -6.3% |
| 5Y | +3.0% | +9.9% | -6.9% | -3.4% |
| 10Y | +89.6% | +127.8% | -38.2% | +35.1% |
| All | +3,301.6% | +4,423.4% | -1,121.9% | +530.8% |
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 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