+3,391.6%
PFE vs HSY
+4,530.8%
-1,139.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -3.7% | +7.5% | -11.2% | -5.9% |
| 30D | +5.0% | +11.1% | -6.1% | +1.5% |
| 3M | +12.2% | -1.9% | +14.1% | +12.6% |
| 6M | +14.6% | -3.0% | +17.6% | +15.1% |
| YTD | +24.1% | 0.0% | +24.1% | +22.7% |
| 1Y | +26.6% | +9.4% | +17.1% | +21.6% |
| 3Y | +14.3% | +3.8% | +10.6% | +9.8% |
| 5Y | -21.9% | +15.2% | -37.1% | -28.1% |
| 10Y | +62.6% | +126.9% | -64.2% | +17.6% |
| All | +3,391.6% | +4,530.8% | -1,139.2% | +808.0% |
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 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