+3,372.6%
PFE vs HSY
+4,411.2%
-1,038.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | +0.3% |
| 7D | -4.7% | +1.3% | -6.0% | -5.1% |
| 30D | +3.4% | +6.6% | -3.2% | +1.2% |
| 3M | +9.2% | -4.1% | +13.3% | +10.4% |
| 6M | +15.8% | -5.2% | +21.1% | +17.2% |
| YTD | +23.4% | -2.5% | +26.0% | +23.0% |
| 1Y | +25.8% | +4.7% | +21.1% | +22.5% |
| 3Y | +17.8% | +0.6% | +17.3% | +14.3% |
| 5Y | -20.2% | +11.7% | -31.9% | -25.8% |
| 10Y | +49.6% | +120.0% | -70.4% | +9.2% |
| All | +3,372.6% | +4,411.2% | -1,038.6% | +810.4% |
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