-20.7%
PFE vs HSY
+10.4%
-31.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.0% |
| 7D | +1.8% | -3.3% | +5.0% | +2.6% |
| 30D | +10.2% | -2.8% | +13.1% | +11.0% |
| 3M | +12.7% | -4.5% | +17.2% | +13.8% |
| 6M | +10.5% | -24.2% | +34.8% | +18.1% |
| YTD | +20.2% | -2.7% | +22.9% | +19.8% |
| 1Y | +24.1% | -3.7% | +27.8% | +23.9% |
| 3Y | -3.6% | -11.5% | +7.9% | -2.3% |
| All | -20.7% | +10.4% | -31.1% | -25.0% |
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 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