+3,280.0%
PFE vs HSY
+4,402.6%
-1,122.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.9% |
| 7D | +1.8% | -3.3% | +5.0% | +2.8% |
| 30D | +10.2% | -2.8% | +13.1% | +11.2% |
| 3M | +12.7% | -4.5% | +17.2% | +14.0% |
| 6M | +10.5% | -24.2% | +34.8% | +19.9% |
| YTD | +20.2% | -2.7% | +22.9% | +20.0% |
| 1Y | +24.1% | -3.7% | +27.8% | +24.1% |
| 3Y | -3.6% | -11.5% | +7.9% | -2.5% |
| 5Y | -20.9% | +10.3% | -31.2% | -26.1% |
| 10Y | +35.8% | +122.1% | -86.3% | -1.1% |
| All | +3,280.0% | +4,402.6% | -1,122.7% | +788.2% |
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