+14.3%
PFE vs HSY
+3.5%
+10.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.7% | +7.5% | -11.2% | -5.3% |
| 30D | +5.0% | +11.1% | -6.1% | +2.4% |
| 3M | +12.2% | -1.9% | +14.1% | +12.5% |
| 6M | +14.6% | -3.0% | +17.6% | +15.0% |
| YTD | +24.1% | 0.0% | +24.1% | +22.7% |
| 1Y | +26.6% | +9.4% | +17.1% | +22.3% |
| 3Y | +14.3% | +3.8% | +10.6% | +12.8% |
| All | +14.3% | +3.5% | +10.8% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling