+48.5%
PFE vs HSY
+127.3%
-78.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | -2.1% | -2.3% | +0.2% | -1.4% |
| 30D | +3.1% | +6.3% | -3.2% | +1.2% |
| 3M | +11.2% | -5.2% | +16.4% | +12.8% |
| 6M | +15.0% | -8.3% | +23.3% | +17.5% |
| YTD | +23.5% | -2.7% | +26.2% | +23.0% |
| 1Y | +18.9% | +0.1% | +18.8% | +17.3% |
| 3Y | +18.7% | -1.0% | +19.8% | +15.6% |
| 5Y | -24.0% | +10.6% | -34.6% | -29.6% |
| All | +48.5% | +127.3% | -78.8% | +8.0% |
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